ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	122-038	121-155	-0-202	-0.5%	121-310
High	122-040	121-170	-0-190	-0.5%	122-055
Low	121-158	121-118	-0-040	-0.1%	121-158
Close	121-170	121-155	-0-015	0.0%	121-170
Range	0-202	0-053	-0-150	-74.1%	0-218
ATR	0-094	0-091	-0-003	-3.2%	0-000
Volume	3,709	16,471	12,762	344.1%	18,043

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-305	121-283	121-184
R3	121-253	121-230	121-169
R2	121-200	121-200	121-165
R1	121-178	121-178	121-160	121-181
PP	121-148	121-148	121-148	121-149
S1	121-125	121-125	121-150	121-129
S2	121-095	121-095	121-145
S3	121-042	121-072	121-141
S4	120-310	121-020	121-126

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-247	123-106	121-290
R3	123-029	122-208	121-230
R2	122-132	122-132	121-210
R1	121-311	121-311	121-190	121-273
PP	121-234	121-234	121-234	121-215
S1	121-093	121-093	121-150	121-055
S2	121-017	121-017	121-130
S3	120-119	120-196	121-110
S4	119-222	119-298	121-050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-055	121-118	0-258	0.7%	0-103	0.3%	15%	False	True	6,582
10	122-055	121-085	0-290	0.7%	0-107	0.3%	24%	False	False	4,143
20	122-055	121-075	0-300	0.8%	0-084	0.2%	27%	False	False	2,472
40	122-162	120-282	1-200	1.3%	0-043	0.1%	37%	False	False	1,236
60	122-162	119-260	2-222	2.2%	0-029	0.1%	62%	False	False	824
80	122-162	119-260	2-222	2.2%	0-022	0.1%	62%	False	False	618

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-022
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	122-073
2.618	121-307
1.618	121-255
1.000	121-223
0.618	121-202
HIGH	121-170
0.618	121-150
0.500	121-144
0.382	121-138
LOW	121-118
0.618	121-085
1.000	121-065
1.618	121-033
2.618	120-300
4.250	120-214

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	121-151	121-246
PP	121-148	121-216
S1	121-144	121-185

Download as Excel Spreadsheet

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

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