ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	121-000	121-065	0-065	0.2%	121-060
High	121-092	121-167	0-075	0.2%	121-215
Low	121-000	121-050	0-050	0.1%	121-015
Close	121-085	121-102	0-017	0.0%	121-030
Range	0-092	0-117	0-025	27.2%	0-200
ATR	0-108	0-109	0-001	0.6%	0-000
Volume	16,891	9,793	-7,098	-42.0%	150,864

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-137	122-077	121-166
R3	122-020	121-280	121-134
R2	121-223	121-223	121-123
R1	121-163	121-163	121-113	121-193
PP	121-106	121-106	121-106	121-122
S1	121-046	121-046	121-091	121-076
S2	120-309	120-309	121-081
S3	120-192	120-249	121-070
S4	120-075	120-132	121-038

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	121-167	120-285	0-202	0.5%	0-106	0.3%	68%	True	False	15,715
10	121-215	120-285	0-250	0.6%	0-110	0.3%	55%	False	False	35,203
20	121-222	120-285	0-257	0.7%	0-102	0.3%	53%	False	False	496,444
40	122-045	120-285	1-080	1.0%	0-108	0.3%	34%	False	False	522,964
60	122-285	120-260	2-025	1.7%	0-120	0.3%	24%	False	False	548,860
80	122-285	119-235	3-050	2.6%	0-115	0.3%	50%	False	False	595,681
100	122-285	119-235	3-050	2.6%	0-109	0.3%	50%	False	False	487,792
120	122-285	119-235	3-050	2.6%	0-095	0.2%	50%	False	False	406,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-024
2.618	122-153
1.618	122-036
1.000	121-284
0.618	121-239
HIGH	121-167
0.618	121-122
0.500	121-108
0.382	121-095
LOW	121-050
0.618	120-298
1.000	120-253
1.618	120-181
2.618	120-064
4.250	119-193

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	121-108	121-090
PP	121-106	121-078
S1	121-104	121-066

Download as Excel Spreadsheet

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

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