ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	121-070	121-060	-0-010	0.0%	120-302
High	121-162	121-200	0-038	0.1%	121-162
Low	121-025	121-042	0-017	0.0%	120-290
Close	121-080	121-185	0-105	0.3%	121-080
Range	0-137	0-158	0-021	15.3%	0-192
ATR	0-108	0-111	0-004	3.3%	0-000
Volume	37,324	78,847	41,523	111.3%	2,306,407

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-296	122-239	121-272
R3	122-138	122-081	121-228
R2	121-300	121-300	121-214
R1	121-243	121-243	121-199	121-272
PP	121-142	121-142	121-142	121-157
S1	121-085	121-085	121-171	121-114
S2	120-304	120-304	121-156
S3	120-146	120-247	121-142
S4	119-308	120-089	121-098

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	121-200	120-317	0-203	0.5%	0-108	0.3%	93%	True	False	250,308
10	121-200	120-290	0-230	0.6%	0-103	0.3%	93%	True	False	832,010
20	121-300	120-290	1-010	0.8%	0-109	0.3%	65%	False	False	671,881
40	122-045	120-290	1-075	1.0%	0-109	0.3%	54%	False	False	612,449
60	122-285	120-260	2-025	1.7%	0-120	0.3%	37%	False	False	626,127
80	122-285	119-235	3-050	2.6%	0-115	0.3%	58%	False	False	605,408
100	122-285	119-235	3-050	2.6%	0-105	0.3%	58%	False	False	486,747
120	122-285	119-180	3-105	2.7%	0-089	0.2%	61%	False	False	405,829

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	0-029
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-232
2.618	122-294
1.618	122-136
1.000	122-038
0.618	121-298
HIGH	121-200
0.618	121-140
0.500	121-121
0.382	121-102
LOW	121-042
0.618	120-264
1.000	120-204
1.618	120-106
2.618	119-268
4.250	119-010

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	121-164	121-156
PP	121-142	121-127
S1	121-121	121-098

Download as Excel Spreadsheet

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

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