ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	121-182	121-097	-0-085	-0.2%	121-060
High	121-192	121-102	-0-090	-0.2%	121-215
Low	121-067	121-015	-0-052	-0.1%	121-015
Close	121-075	121-030	-0-045	-0.1%	121-030
Range	0-125	0-087	-0-038	-30.4%	0-200
ATR	0-108	0-106	-0-001	-1.4%	0-000
Volume	32,731	12,223	-20,508	-62.7%	150,864

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-310	121-257	121-078
R3	121-223	121-170	121-054
R2	121-136	121-136	121-046
R1	121-083	121-083	121-038	121-066
PP	121-049	121-049	121-049	121-040
S1	120-316	120-316	121-022	120-299
S2	120-282	120-282	121-014
S3	120-195	120-229	121-006
S4	120-108	120-142	120-302

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-047	122-238	121-140
R3	122-167	122-038	121-085
R2	121-287	121-287	121-067
R1	121-158	121-158	121-048	121-122
PP	121-087	121-087	121-087	121-069
S1	120-278	120-278	121-012	120-242
S2	120-207	120-207	120-313
S3	120-007	120-078	120-295
S4	119-127	119-198	120-240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-215	121-015	0-200	0.5%	0-110	0.3%	8%	False	True	37,637
10	121-215	120-290	0-245	0.6%	0-112	0.3%	24%	False	False	436,890
20	121-300	120-290	1-010	0.9%	0-107	0.3%	18%	False	False	607,146
40	122-045	120-290	1-075	1.0%	0-106	0.3%	15%	False	False	567,063
60	122-285	120-260	2-025	1.7%	0-118	0.3%	14%	False	False	590,362
80	122-285	119-235	3-050	2.6%	0-115	0.3%	43%	False	False	605,048
100	122-285	119-235	3-050	2.6%	0-107	0.3%	43%	False	False	487,329
120	122-285	119-180	3-105	2.7%	0-091	0.2%	46%	False	False	406,429

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-152
2.618	122-010
1.618	121-243
1.000	121-189
0.618	121-156
HIGH	121-102
0.618	121-069
0.500	121-058
0.382	121-048
LOW	121-015
0.618	120-281
1.000	120-248
1.618	120-194
2.618	120-107
4.250	119-285

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	121-058	121-115
PP	121-049	121-087
S1	121-040	121-058

Download as Excel Spreadsheet

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

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