ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	121-153	121-110	-0-042	-0.1%	121-080
High	121-167	121-173	0-005	0.0%	121-193
Low	121-100	120-290	-0-130	-0.3%	120-290
Close	121-122	120-293	-0-150	-0.4%	120-293
Range	0-067	0-202	0-135	200.0%	0-222
ATR	0-095	0-102	0-008	8.1%	0-000
Volume	1,683,369	1,301,866	-381,503	-22.7%	4,157,500

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-006	122-192	121-084
R3	122-123	121-309	121-028
R2	121-241	121-241	121-010
R1	121-107	121-107	120-311	121-073
PP	121-038	121-038	121-038	121-021
S1	120-224	120-224	120-274	120-190
S2	120-156	120-156	120-255
S3	119-273	120-022	120-237
S4	119-071	119-139	120-181

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-073	122-245	121-095
R3	122-170	122-023	121-034
R2	121-268	121-268	121-013
R1	121-120	121-120	120-313	121-083
PP	121-045	121-045	121-045	121-026
S1	120-218	120-218	120-272	120-180
S2	120-143	120-143	120-252
S3	119-240	119-315	120-231
S4	119-018	119-093	120-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-193	120-290	0-222	0.6%	0-099	0.3%	1%	False	True	831,500
10	121-253	120-290	0-282	0.7%	0-104	0.3%	1%	False	True	434,807
20	122-055	120-290	1-085	1.0%	0-104	0.3%	1%	False	True	221,609
40	122-162	120-290	1-192	1.3%	0-080	0.2%	0%	False	True	111,177
60	122-162	120-238	1-245	1.5%	0-054	0.1%	10%	False	False	74,118
80	122-162	119-260	2-222	2.2%	0-040	0.1%	41%	False	False	55,588
100	122-162	119-260	2-222	2.2%	0-032	0.1%	41%	False	False	44,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	124-073
2.618	123-063
1.618	122-180
1.000	122-055
0.618	121-298
HIGH	121-173
0.618	121-095
0.500	121-071
0.382	121-047
LOW	120-290
0.618	120-165
1.000	120-088
1.618	119-282
2.618	119-080
4.250	118-069

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	121-071	121-079
PP	121-038	121-043
S1	121-005	121-008

Download as Excel Spreadsheet

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

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