ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	121-185	121-082	-0-102	-0.3%	121-067
High	121-202	121-100	-0-102	-0.3%	121-225
Low	121-062	121-005	-0-058	-0.1%	121-005
Close	121-073	121-018	-0-055	-0.1%	121-018
Range	0-140	0-095	-0-045	-32.1%	0-220
ATR	0-107	0-106	-0-001	-0.8%	0-000
Volume	699,887	596,082	-103,805	-14.8%	2,315,885

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-006	121-267	121-070
R3	121-231	121-172	121-044
R2	121-136	121-136	121-035
R1	121-077	121-077	121-026	121-059
PP	121-041	121-041	121-041	121-032
S1	120-302	120-302	121-009	120-284
S2	120-266	120-266	121-000
S3	120-171	120-207	120-311
S4	120-076	120-112	120-285

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-102	122-280	121-139
R3	122-202	122-060	121-078
R2	121-302	121-302	121-058
R1	121-160	121-160	121-038	121-121
PP	121-082	121-082	121-082	121-063
S1	120-260	120-260	120-317	120-221
S2	120-182	120-182	120-297
S3	119-282	120-040	120-277
S4	119-062	119-140	120-217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-225	121-005	0-220	0.6%	0-121	0.3%	6%	False	True	605,891
10	121-225	120-285	0-260	0.7%	0-119	0.3%	20%	False	False	755,942
20	121-300	120-285	1-015	0.9%	0-110	0.3%	16%	False	False	531,574
40	122-055	120-285	1-090	1.1%	0-102	0.3%	13%	False	False	267,576
60	122-162	120-282	1-200	1.3%	0-070	0.2%	11%	False	False	178,411
80	122-162	119-260	2-222	2.2%	0-052	0.1%	46%	False	False	133,808
100	122-162	119-260	2-222	2.2%	0-042	0.1%	46%	False	False	107,046
120	122-162	119-180	2-302	2.4%	0-035	0.1%	51%	False	False	89,205

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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-184
2.618	122-029
1.618	121-254
1.000	121-195
0.618	121-159
HIGH	121-100
0.618	121-064
0.500	121-052
0.382	121-041
LOW	121-005
0.618	120-266
1.000	120-230
1.618	120-171
2.618	120-076
4.250	119-241

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	121-052	121-115
PP	121-041	121-082
S1	121-029	121-050

Download as Excel Spreadsheet

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

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