ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	121-267	121-270	0-003	0.0%	121-120
High	121-298	121-293	-0-005	0.0%	122-025
Low	121-207	121-227	0-020	0.1%	121-085
Close	121-278	121-285	0-007	0.0%	122-010
Range	0-090	0-065	-0-025	-27.8%	0-260
ATR	0-086	0-084	-0-001	-1.7%	0-000
Volume	8,068	1,921	-6,147	-76.2%	7,800

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-143	122-119	122-001
R3	122-078	122-054	121-303
R2	122-013	122-013	121-297
R1	121-309	121-309	121-291	122-001
PP	121-268	121-268	121-268	121-274
S1	121-244	121-244	121-279	121-256
S2	121-203	121-203	121-273
S3	121-138	121-179	121-267
S4	121-073	121-114	121-249

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-073	123-302	122-153
R3	123-133	123-042	122-082
R2	122-193	122-193	122-058
R1	122-102	122-102	122-034	122-148
PP	121-253	121-253	121-253	121-276
S1	121-162	121-162	121-306	121-208
S2	120-313	120-313	121-282
S3	120-053	120-222	121-259
S4	119-113	119-282	121-187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-025	121-145	0-200	0.5%	0-098	0.2%	70%	False	False	2,852
10	122-025	121-075	0-270	0.7%	0-100	0.3%	78%	False	False	2,315
20	122-162	121-075	1-087	1.0%	0-068	0.2%	52%	False	False	1,326
40	122-162	120-253	1-230	1.4%	0-034	0.1%	64%	False	False	663
60	122-162	119-260	2-222	2.2%	0-023	0.1%	77%	False	False	442
80	122-162	119-260	2-222	2.2%	0-017	0.0%	77%	False	False	331

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-249
2.618	122-143
1.618	122-078
1.000	122-038
0.618	122-013
HIGH	121-293
0.618	121-268
0.500	121-260
0.382	121-252
LOW	121-227
0.618	121-187
1.000	121-162
1.618	121-122
2.618	121-057
4.250	120-271

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	121-277	121-280
PP	121-268	121-276
S1	121-260	121-271

Download as Excel Spreadsheet

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

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