ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	121-053	121-078	0-025	0.1%	120-298
High	121-100	121-165	0-065	0.2%	121-165
Low	120-310	121-018	0-027	0.1%	120-285
Close	121-080	121-075	-0-005	0.0%	121-075
Range	0-110	0-147	0-038	34.1%	0-200
ATR	0-101	0-104	0-003	3.3%	0-000
Volume	663,781	713,570	49,789	7.5%	3,941,677

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-208	122-129	121-156
R3	122-061	121-302	121-116
R2	121-233	121-233	121-102
R1	121-154	121-154	121-089	121-120
PP	121-086	121-086	121-086	121-069
S1	121-007	121-007	121-061	120-293
S2	120-258	120-258	121-048
S3	120-111	120-179	121-034
S4	119-283	120-032	120-314

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-028	122-252	121-185
R3	122-148	122-052	121-130
R2	121-268	121-268	121-112
R1	121-172	121-172	121-093	121-220
PP	121-068	121-068	121-068	121-092
S1	120-292	120-292	121-057	121-020
S2	120-188	120-188	121-038
S3	119-308	120-092	121-020
S4	119-108	119-212	120-285

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-165	120-285	0-200	0.5%	0-105	0.3%	55%	True	False	788,335
10	121-193	120-285	0-228	0.6%	0-102	0.3%	48%	False	False	809,917
20	121-300	120-285	1-015	0.9%	0-104	0.3%	33%	False	False	417,790
40	122-055	120-285	1-090	1.1%	0-093	0.2%	27%	False	False	209,719
60	122-162	120-282	1-200	1.3%	0-062	0.2%	22%	False	False	139,813
80	122-162	119-260	2-222	2.2%	0-047	0.1%	53%	False	False	104,859
100	122-162	119-260	2-222	2.2%	0-037	0.1%	53%	False	False	83,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-152
2.618	122-231
1.618	122-084
1.000	121-312
0.618	121-256
HIGH	121-165
0.618	121-109
0.500	121-091
0.382	121-074
LOW	121-018
0.618	120-246
1.000	120-190
1.618	120-099
2.618	119-271
4.250	119-031

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	121-091	121-078
PP	121-086	121-077
S1	121-080	121-076

Download as Excel Spreadsheet

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

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