ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	121-052	121-070	0-018	0.0%	120-302
High	121-102	121-162	0-060	0.2%	121-162
Low	120-317	121-025	0-028	0.1%	120-290
Close	121-082	121-080	-0-002	0.0%	121-080
Range	0-105	0-137	0-032	30.5%	0-192
ATR	0-106	0-108	0-002	2.1%	0-000
Volume	97,496	37,324	-60,172	-61.7%	2,306,407

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-180	122-107	121-155
R3	122-043	121-290	121-118
R2	121-226	121-226	121-105
R1	121-153	121-153	121-093	121-190
PP	121-089	121-089	121-089	121-107
S1	121-016	121-016	121-067	121-052
S2	120-272	120-272	121-055
S3	120-135	120-199	121-042
S4	119-318	120-062	121-005

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-007	122-235	121-186
R3	122-135	122-043	121-133
R2	121-263	121-263	121-115
R1	121-171	121-171	121-098	121-217
PP	121-071	121-071	121-071	121-094
S1	120-299	120-299	121-062	121-025
S2	120-199	120-199	121-045
S3	120-007	120-107	121-027
S4	119-135	119-235	120-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-162	120-290	0-192	0.5%	0-101	0.3%	57%	True	False	461,281
10	121-190	120-290	0-220	0.6%	0-099	0.3%	50%	False	False	870,912
20	121-300	120-290	1-010	0.9%	0-104	0.3%	33%	False	False	690,606
40	122-137	120-290	1-167	1.3%	0-108	0.3%	23%	False	False	621,629
60	122-285	120-260	2-025	1.7%	0-119	0.3%	21%	False	False	635,221
80	122-285	119-235	3-050	2.6%	0-114	0.3%	48%	False	False	604,868
100	122-285	119-235	3-050	2.6%	0-104	0.3%	48%	False	False	486,042
120	122-285	119-180	3-105	2.7%	0-087	0.2%	51%	False	False	405,172

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-104
2.618	122-201
1.618	122-064
1.000	121-299
0.618	121-247
HIGH	121-162
0.618	121-110
0.500	121-094
0.382	121-077
LOW	121-025
0.618	120-260
1.000	120-208
1.618	120-123
2.618	119-306
4.250	119-083

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	121-094	121-080
PP	121-089	121-080
S1	121-084	121-080

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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