ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	121-127	121-120	-0-007	0.0%	121-187
High	121-230	121-158	-0-073	-0.2%	121-230
Low	121-125	121-102	-0-022	-0.1%	121-075
Close	121-158	121-125	-0-033	-0.1%	121-158
Range	0-105	0-055	-0-050	-47.6%	0-155
ATR	0-074	0-073	-0-001	-1.9%	0-000
Volume	2,794	877	-1,917	-68.6%	5,246

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-293	121-264	121-155
R3	121-238	121-209	121-140
R2	121-183	121-183	121-135
R1	121-154	121-154	121-130	121-169
PP	121-128	121-128	121-128	121-136
S1	121-099	121-099	121-120	121-114
S2	121-073	121-073	121-115
S3	121-018	121-044	121-110
S4	120-283	120-309	121-095

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-299	122-223	121-243
R3	122-144	122-068	121-200
R2	121-309	121-309	121-186
R1	121-233	121-233	121-172	121-194
PP	121-154	121-154	121-154	121-134
S1	121-078	121-078	121-143	121-039
S2	120-319	120-319	121-129
S3	120-164	120-243	121-115
S4	120-009	120-088	121-072

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-230	121-075	0-155	0.4%	0-066	0.2%	32%	False	False	1,102
10	121-300	121-075	0-225	0.6%	0-061	0.2%	22%	False	False	800
20	122-162	121-075	1-087	1.0%	0-032	0.1%	12%	False	False	400
40	122-162	119-295	2-187	2.1%	0-016	0.0%	57%	False	False	200
60	122-162	119-260	2-222	2.2%	0-011	0.0%	59%	False	False	133
80	122-162	119-260	2-222	2.2%	0-008	0.0%	59%	False	False	100

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	0-007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-071
2.618	121-302
1.618	121-247
1.000	121-213
0.618	121-191
HIGH	121-158
0.618	121-136
0.500	121-130
0.382	121-124
LOW	121-102
0.618	121-069
1.000	121-047
1.618	121-013
2.618	120-278
4.250	120-189

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	121-130	121-153
PP	121-128	121-143
S1	121-127	121-134

Download as Excel Spreadsheet

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

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