ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	121-187	121-158	-0-030	-0.1%	122-010
High	121-187	121-180	-0-007	0.0%	122-010
Low	121-102	121-158	0-055	0.1%	121-102
Close	121-147	121-170	0-023	0.1%	121-113
Range	0-085	0-022	-0-062	-73.5%	0-228
ATR	0-071	0-068	-0-003	-3.9%	0-000
Volume	609	554	-55	-9.0%	1,880

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-237	121-226	121-182
R3	121-214	121-203	121-176
R2	121-192	121-192	121-174
R1	121-181	121-181	121-172	121-186
PP	121-169	121-169	121-169	121-172
S1	121-158	121-158	121-168	121-164
S2	121-147	121-147	121-166
S3	121-124	121-136	121-164
S4	121-102	121-113	121-158

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-224	123-076	121-238
R3	122-317	122-168	121-175
R2	122-089	122-089	121-154
R1	121-261	121-261	121-133	121-221
PP	121-182	121-182	121-182	121-162
S1	121-033	121-033	121-092	120-314
S2	120-274	120-274	121-071
S3	120-047	120-126	121-050
S4	119-139	119-218	120-307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-300	121-102	0-198	0.5%	0-062	0.2%	34%	False	False	608
10	122-162	121-102	1-060	1.0%	0-034	0.1%	18%	False	False	304
20	122-162	120-282	1-200	1.3%	0-017	0.0%	40%	False	False	152
40	122-162	119-278	2-205	2.2%	0-009	0.0%	63%	False	False	76
60	122-162	119-260	2-222	2.2%	0-006	0.0%	64%	False	False	50
80	122-162	119-260	2-222	2.2%	0-004	0.0%	64%	False	False	38

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-276
2.618	121-239
1.618	121-216
1.000	121-202
0.618	121-194
HIGH	121-180
0.618	121-171
0.500	121-169
0.382	121-166
LOW	121-158
0.618	121-144
1.000	121-135
1.618	121-121
2.618	121-099
4.250	121-062

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	121-170	121-168
PP	121-169	121-167
S1	121-169	121-165

Download as Excel Spreadsheet

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

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