ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 30-Aug-2016

Day Change Summary
	Previous	Current
	29-Aug-2016	30-Aug-2016	Change	Change %	Previous Week
Open	120-298	121-087	0-110	0.3%	121-080
High	121-087	121-093	0-005	0.0%	121-193
Low	120-285	121-020	0-055	0.1%	120-290
Close	121-080	121-075	-0-005	0.0%	120-293
Range	0-122	0-073	-0-050	-40.8%	0-222
ATR	0-104	0-102	-0-002	-2.2%	0-000
Volume	904,044	823,266	-80,778	-8.9%	4,157,500

Daily Pivots for day following 30-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-280	121-250	121-115
R3	121-208	121-178	121-095
R2	121-135	121-135	121-088
R1	121-105	121-105	121-082	121-084
PP	121-063	121-063	121-063	121-052
S1	121-033	121-033	121-068	121-011
S2	120-310	120-310	121-062
S3	120-237	120-280	121-055
S4	120-165	120-207	121-035

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	121-187	120-285	0-222	0.6%	0-102	0.3%	49%	False	False	1,122,143
10	121-222	120-285	0-258	0.7%	0-099	0.3%	43%	False	False	601,841
20	122-055	120-285	1-090	1.1%	0-105	0.3%	27%	False	False	307,491
40	122-162	120-285	1-198	1.3%	0-085	0.2%	21%	False	False	154,360
60	122-162	120-253	1-230	1.4%	0-057	0.1%	26%	False	False	102,907
80	122-162	119-260	2-222	2.2%	0-043	0.1%	53%	False	False	77,180
100	122-162	119-260	2-222	2.2%	0-034	0.1%	53%	False	False	61,744

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	0-025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-081
2.618	121-282
1.618	121-210
1.000	121-165
0.618	121-137
HIGH	121-093
0.618	121-065
0.500	121-056
0.382	121-048
LOW	121-020
0.618	120-295
1.000	120-267
1.618	120-223
2.618	120-150
4.250	120-032

Fisher Pivots for day following 30-Aug-2016
Pivot	1 day	3 day
R1	121-069	121-073
PP	121-063	121-071
S1	121-056	121-069

Download as Excel Spreadsheet

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

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