ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 07-Sep-2016

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	121-060	121-180	0-120	0.3%	120-302
High	121-200	121-215	0-015	0.0%	121-162
Low	121-042	121-172	0-130	0.3%	120-290
Close	121-185	121-185	0-000	0.0%	121-080
Range	0-158	0-043	-0-115	-72.8%	0-192
ATR	0-111	0-107	-0-005	-4.4%	0-000
Volume	78,847	27,063	-51,784	-65.7%	2,306,407

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-000	121-295	121-209
R3	121-277	121-252	121-197
R2	121-234	121-234	121-193
R1	121-209	121-209	121-189	121-222
PP	121-191	121-191	121-191	121-197
S1	121-166	121-166	121-181	121-178
S2	121-148	121-148	121-177
S3	121-105	121-123	121-173
S4	121-062	121-080	121-161

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	121-215	120-317	0-218	0.6%	0-102	0.3%	86%	True	False	99,002
10	121-215	120-290	0-245	0.6%	0-101	0.3%	88%	True	False	779,305
20	121-300	120-290	1-010	0.8%	0-108	0.3%	65%	False	False	652,103
40	122-045	120-290	1-075	1.0%	0-106	0.3%	54%	False	False	596,521
60	122-285	120-260	2-025	1.7%	0-120	0.3%	37%	False	False	617,216
80	122-285	119-235	3-050	2.6%	0-115	0.3%	58%	False	False	605,463
100	122-285	119-235	3-050	2.6%	0-105	0.3%	58%	False	False	486,978
120	122-285	119-180	3-105	2.7%	0-089	0.2%	61%	False	False	406,054

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 83 trading days

Fibonacci Retracements and Extensions
4.250	122-078
2.618	122-008
1.618	121-285
1.000	121-258
0.618	121-242
HIGH	121-215
0.618	121-199
0.500	121-194
0.382	121-188
LOW	121-172
0.618	121-145
1.000	121-129
1.618	121-102
2.618	121-059
4.250	120-309

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	121-194	121-163
PP	121-191	121-142
S1	121-188	121-120

Download as Excel Spreadsheet

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

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