ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	121-025	121-075	0-050	0.1%	121-060
High	121-085	121-117	0-032	0.1%	121-215
Low	121-002	120-285	-0-037	-0.1%	121-015
Close	121-067	120-307	-0-080	-0.2%	121-030
Range	0-083	0-152	0-069	83.1%	0-200
ATR	0-105	0-108	0-003	3.2%	0-000
Volume	25,128	14,541	-10,587	-42.1%	150,864

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-159	122-065	121-071
R3	122-007	121-233	121-029
R2	121-175	121-175	121-015
R1	121-081	121-081	121-001	121-052
PP	121-023	121-023	121-023	121-008
S1	120-249	120-249	120-293	120-220
S2	120-191	120-191	120-279
S3	120-039	120-097	120-265
S4	119-207	119-265	120-223

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	120-285	0-250	0.6%	0-098	0.3%	9%	False	True	22,337
10	121-215	120-285	0-250	0.6%	0-103	0.3%	9%	False	True	136,322
20	121-265	120-285	0-300	0.8%	0-105	0.3%	7%	False	True	563,764
40	122-045	120-285	1-080	1.0%	0-106	0.3%	6%	False	True	542,773
60	122-285	120-260	2-025	1.7%	0-119	0.3%	7%	False	False	566,212
80	122-285	119-235	3-050	2.6%	0-114	0.3%	39%	False	False	602,122
100	122-285	119-235	3-050	2.6%	0-108	0.3%	39%	False	False	487,634
120	122-285	119-235	3-050	2.6%	0-093	0.2%	39%	False	False	406,760

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-123
2.618	122-195
1.618	122-043
1.000	121-269
0.618	121-211
HIGH	121-117
0.618	121-059
0.500	121-041
0.382	121-023
LOW	120-285
0.618	120-191
1.000	120-133
1.618	120-039
2.618	119-207
4.250	118-279

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	121-041	121-041
PP	121-023	121-023
S1	121-005	121-005

Download as Excel Spreadsheet

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

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