ECBOT 5 Year T-Note Future December 2016

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

Day Change Summary
	Previous	Current
	24-Aug-2016	25-Aug-2016	Change	Change %	Previous Week
Open	121-167	121-153	-0-015	0.0%	121-233
High	121-187	121-167	-0-020	-0.1%	121-253
Low	121-142	121-100	-0-042	-0.1%	121-093
Close	121-160	121-122	-0-038	-0.1%	121-122
Range	0-045	0-067	0-022	50.0%	0-160
ATR	0-097	0-095	-0-002	-2.2%	0-000
Volume	898,172	1,683,369	785,197	87.4%	190,575

Daily Pivots for day following 25-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-012	121-295	121-160
R3	121-265	121-227	121-141
R2	121-197	121-197	121-135
R1	121-160	121-160	121-129	121-145
PP	121-130	121-130	121-130	121-122
S1	121-093	121-093	121-116	121-078
S2	121-063	121-063	121-110
S3	120-315	121-025	121-104
S4	120-248	120-278	121-085

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	121-210	121-060	0-150	0.4%	0-082	0.2%	42%	False	False	581,952
10	121-300	121-060	0-240	0.6%	0-101	0.3%	26%	False	False	307,206
20	122-055	121-060	0-315	0.8%	0-104	0.3%	20%	False	False	156,588
40	122-162	121-060	1-102	1.1%	0-075	0.2%	15%	False	False	78,631
60	122-162	120-027	2-135	2.0%	0-050	0.1%	54%	False	False	52,420
80	122-162	119-260	2-222	2.2%	0-038	0.1%	58%	False	False	39,315
100	122-162	119-260	2-222	2.2%	0-030	0.1%	58%	False	False	31,452

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-134
2.618	122-024
1.618	121-277
1.000	121-235
0.618	121-209
HIGH	121-167
0.618	121-142
0.500	121-134
0.382	121-126
LOW	121-100
0.618	121-058
1.000	121-033
1.618	120-311
2.618	120-243
4.250	120-133

Fisher Pivots for day following 25-Aug-2016
Pivot	1 day	3 day
R1	121-134	121-146
PP	121-130	121-138
S1	121-126	121-130

Download as Excel Spreadsheet

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

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