ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	121-082	121-053	-0-030	-0.1%	121-080
High	121-120	121-100	-0-020	-0.1%	121-193
Low	121-045	120-310	-0-055	-0.1%	120-290
Close	121-080	121-080	0-000	0.0%	120-293
Range	0-075	0-110	0-035	46.6%	0-222
ATR	0-100	0-101	0-001	0.7%	0-000
Volume	837,016	663,781	-173,235	-20.7%	4,157,500

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-067	122-023	121-140
R3	121-277	121-233	121-110
R2	121-167	121-167	121-100
R1	121-123	121-123	121-090	121-145
PP	121-057	121-057	121-057	121-068
S1	121-013	121-013	121-070	121-035
S2	120-267	120-267	121-060
S3	120-157	120-223	121-050
S4	120-047	120-113	121-020

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	121-173	120-285	0-208	0.5%	0-116	0.3%	55%	False	False	905,994
10	121-210	120-285	0-245	0.6%	0-099	0.3%	47%	False	False	743,973
20	122-040	120-285	1-075	1.0%	0-106	0.3%	29%	False	False	382,297
40	122-162	120-285	1-198	1.3%	0-090	0.2%	22%	False	False	191,880
60	122-162	120-282	1-200	1.3%	0-060	0.2%	23%	False	False	127,920
80	122-162	119-260	2-222	2.2%	0-045	0.1%	53%	False	False	95,940
100	122-162	119-260	2-222	2.2%	0-036	0.1%	53%	False	False	76,752

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	0-026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-247
2.618	122-068
1.618	121-278
1.000	121-210
0.618	121-168
HIGH	121-100
0.618	121-058
0.500	121-045
0.382	121-032
LOW	120-310
0.618	120-242
1.000	120-200
1.618	120-132
2.618	120-022
4.250	119-163

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	121-068	121-072
PP	121-057	121-063
S1	121-045	121-055

Download as Excel Spreadsheet

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

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