ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	121-205	121-185	-0-020	-0.1%	120-298
High	121-225	121-202	-0-022	-0.1%	121-165
Low	121-175	121-062	-0-113	-0.3%	120-285
Close	121-187	121-073	-0-115	-0.3%	121-075
Range	0-050	0-140	0-090	180.1%	0-200
ATR	0-105	0-107	0-003	2.4%	0-000
Volume	384,225	699,887	315,662	82.2%	3,941,677

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-213	122-123	121-150
R3	122-073	121-303	121-111
R2	121-253	121-253	121-098
R1	121-163	121-163	121-085	121-138
PP	121-113	121-113	121-113	121-100
S1	121-023	121-023	121-060	120-318
S2	120-293	120-293	121-047
S3	120-153	120-203	121-034
S4	120-013	120-063	120-316

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	121-225	120-310	0-235	0.6%	0-124	0.3%	35%	False	False	619,430
10	121-225	120-285	0-260	0.7%	0-116	0.3%	41%	False	False	864,671
20	121-300	120-285	1-015	0.9%	0-113	0.3%	32%	False	False	502,043
40	122-055	120-285	1-090	1.1%	0-101	0.3%	26%	False	False	252,714
60	122-162	120-282	1-200	1.3%	0-068	0.2%	21%	False	False	168,476
80	122-162	119-260	2-222	2.2%	0-051	0.1%	52%	False	False	126,357
100	122-162	119-260	2-222	2.2%	0-041	0.1%	52%	False	False	101,085

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	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-157
2.618	122-249
1.618	122-109
1.000	122-022
0.618	121-289
HIGH	121-202
0.618	121-149
0.500	121-132
0.382	121-116
LOW	121-062
0.618	120-296
1.000	120-242
1.618	120-156
2.618	120-016
4.250	119-107

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	121-132	121-130
PP	121-113	121-111
S1	121-093	121-092

Download as Excel Spreadsheet

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

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