ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 12-Sep-2016

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	121-082	121-005	-0-078	-0.2%	121-067
High	121-100	121-078	-0-022	-0.1%	121-225
Low	121-005	120-307	-0-018	0.0%	121-005
Close	121-018	121-060	0-042	0.1%	121-018
Range	0-095	0-090	-0-005	-5.3%	0-220
ATR	0-106	0-105	-0-001	-1.1%	0-000
Volume	596,082	565,234	-30,848	-5.2%	2,315,885

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-312	121-276	121-110
R3	121-222	121-186	121-085
R2	121-132	121-132	121-077
R1	121-096	121-096	121-068	121-114
PP	121-042	121-042	121-042	121-051
S1	121-006	121-006	121-052	121-024
S2	120-272	120-272	121-043
S3	120-182	120-236	121-035
S4	120-092	120-146	121-010

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	120-307	0-238	0.6%	0-109	0.3%	31%	False	True	576,223
10	121-225	120-285	0-260	0.7%	0-107	0.3%	37%	False	False	682,279
20	121-253	120-285	0-288	0.7%	0-106	0.3%	33%	False	False	558,543
40	122-055	120-285	1-090	1.1%	0-101	0.3%	23%	False	False	281,700
60	122-162	120-282	1-200	1.3%	0-071	0.2%	19%	False	False	187,831
80	122-162	119-278	2-205	2.2%	0-054	0.1%	50%	False	False	140,873
100	122-162	119-260	2-222	2.2%	0-043	0.1%	51%	False	False	112,699
120	122-162	119-250	2-232	2.2%	0-036	0.1%	52%	False	False	93,915

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	0-027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-140
2.618	121-313
1.618	121-223
1.000	121-168
0.618	121-133
HIGH	121-078
0.618	121-043
0.500	121-032
0.382	121-022
LOW	120-307
0.618	120-252
1.000	120-217
1.618	120-162
2.618	120-072
4.250	119-245

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	121-051	121-095
PP	121-042	121-083
S1	121-032	121-072

Download as Excel Spreadsheet

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

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