ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	121-110	120-298	-0-133	-0.3%	121-080
High	121-173	121-087	-0-085	-0.2%	121-193
Low	120-290	120-285	-0-005	0.0%	120-290
Close	120-293	121-080	0-107	0.3%	120-293
Range	0-202	0-122	-0-080	-39.5%	0-222
ATR	0-102	0-104	0-001	1.4%	0-000
Volume	1,301,866	904,044	-397,822	-30.6%	4,157,500

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-092	122-048	121-147
R3	121-289	121-246	121-114
R2	121-167	121-167	121-102
R1	121-123	121-123	121-091	121-145
PP	121-044	121-044	121-044	121-055
S1	121-001	121-001	121-069	121-022
S2	120-242	120-242	121-058
S3	120-119	120-198	121-046
S4	119-317	120-076	121-013

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	120-285	0-228	0.6%	0-100	0.3%	51%	False	True	994,831
10	121-253	120-285	0-288	0.7%	0-108	0.3%	40%	False	True	522,851
20	122-055	120-285	1-090	1.1%	0-106	0.3%	28%	False	True	266,731
40	122-162	120-285	1-198	1.3%	0-083	0.2%	22%	False	True	133,778
60	122-162	120-238	1-245	1.5%	0-056	0.1%	29%	False	False	89,185
80	122-162	119-260	2-222	2.2%	0-042	0.1%	53%	False	False	66,889
100	122-162	119-260	2-222	2.2%	0-033	0.1%	53%	False	False	53,511

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-288
2.618	122-088
1.618	121-286
1.000	121-210
0.618	121-163
HIGH	121-087
0.618	121-041
0.500	121-026
0.382	121-012
LOW	120-285
0.618	120-209
1.000	120-162
1.618	120-087
2.618	119-284
4.250	119-084

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	121-062	121-076
PP	121-044	121-073
S1	121-026	121-069

Download as Excel Spreadsheet

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

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