ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 12-Sep-2016

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	121-097	121-025	-0-072	-0.2%	121-060
High	121-102	121-085	-0-017	0.0%	121-215
Low	121-015	121-002	-0-013	0.0%	121-015
Close	121-030	121-067	0-037	0.1%	121-030
Range	0-087	0-083	-0-004	-4.6%	0-200
ATR	0-106	0-105	-0-002	-1.6%	0-000
Volume	12,223	25,128	12,905	105.6%	150,864

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-300	121-267	121-113
R3	121-217	121-184	121-090
R2	121-134	121-134	121-082
R1	121-101	121-101	121-075	121-118
PP	121-051	121-051	121-051	121-060
S1	121-018	121-018	121-059	121-034
S2	120-288	120-288	121-052
S3	120-205	120-255	121-044
S4	120-122	120-172	121-021

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	121-002	0-213	0.5%	0-099	0.3%	31%	False	True	35,198
10	121-215	120-290	0-245	0.6%	0-100	0.3%	40%	False	False	248,239
20	121-265	120-290	0-295	0.8%	0-102	0.3%	33%	False	False	579,594
40	122-045	120-290	1-075	1.0%	0-105	0.3%	25%	False	False	551,066
60	122-285	120-260	2-025	1.7%	0-118	0.3%	19%	False	False	575,367
80	122-285	119-235	3-050	2.6%	0-114	0.3%	47%	False	False	603,889
100	122-285	119-235	3-050	2.6%	0-107	0.3%	47%	False	False	487,545
120	122-285	119-235	3-050	2.6%	0-092	0.2%	47%	False	False	406,638

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	0-021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-118
2.618	121-302
1.618	121-219
1.000	121-168
0.618	121-136
HIGH	121-085
0.618	121-053
0.500	121-044
0.382	121-034
LOW	121-002
0.618	120-271
1.000	120-239
1.618	120-188
2.618	120-105
4.250	119-289

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	121-059	121-097
PP	121-051	121-087
S1	121-044	121-077

Download as Excel Spreadsheet

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

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