ECBOT 5 Year T-Note Future December 2016

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

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	121-190	121-198	0-007	0.0%	121-233
High	121-222	121-210	-0-012	0.0%	121-253
Low	121-147	121-095	-0-052	-0.1%	121-093
Close	121-202	121-122	-0-080	-0.2%	121-122
Range	0-075	0-115	0-040	53.3%	0-160
ATR	0-102	0-103	0-001	0.9%	0-000
Volume	29,970	54,127	24,157	80.6%	190,575

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-168	122-100	121-186
R3	122-053	121-305	121-154
R2	121-258	121-258	121-144
R1	121-190	121-190	121-133	121-166
PP	121-143	121-143	121-143	121-131
S1	121-075	121-075	121-112	121-051
S2	121-027	121-027	121-101
S3	120-232	120-280	121-091
S4	120-117	120-165	121-059

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-316	122-219	121-210
R3	122-156	122-059	121-166
R2	121-316	121-316	121-152
R1	121-219	121-219	121-137	121-188
PP	121-156	121-156	121-156	121-140
S1	121-059	121-059	121-108	121-028
S2	120-316	120-316	121-093
S3	120-156	120-219	121-078
S4	119-316	120-059	121-034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-253	121-093	0-160	0.4%	0-109	0.3%	19%	False	False	38,115
10	121-300	121-093	0-207	0.5%	0-105	0.3%	14%	False	False	25,663
20	122-055	121-085	0-290	0.7%	0-106	0.3%	13%	False	False	14,124
40	122-162	121-075	1-087	1.0%	0-068	0.2%	12%	False	False	7,240
60	122-162	119-295	2-187	2.1%	0-045	0.1%	56%	False	False	4,826
80	122-162	119-260	2-222	2.2%	0-034	0.1%	58%	False	False	3,620
100	122-162	119-260	2-222	2.2%	0-027	0.1%	58%	False	False	2,896

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 3 trading days

Fibonacci Retracements and Extensions
4.250	123-059
2.618	122-191
1.618	122-076
1.000	122-005
0.618	121-281
HIGH	121-210
0.618	121-166
0.500	121-153
0.382	121-139
LOW	121-095
0.618	121-024
1.000	120-300
1.618	120-229
2.618	120-114
4.250	119-246

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	121-153	121-158
PP	121-143	121-146
S1	121-133	121-134

Download as Excel Spreadsheet

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

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