ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	121-005	121-065	0-060	0.2%	121-067
High	121-078	121-118	0-040	0.1%	121-225
Low	120-307	120-265	-0-042	-0.1%	121-005
Close	121-060	120-293	-0-087	-0.2%	121-018
Range	0-090	0-173	0-082	91.6%	0-220
ATR	0-105	0-110	0-005	4.6%	0-000
Volume	565,234	686,926	121,692	21.5%	2,315,885

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-209	122-103	121-067
R3	122-037	121-251	121-020
R2	121-184	121-184	121-004
R1	121-078	121-078	120-308	121-045
PP	121-012	121-012	121-012	120-315
S1	120-226	120-226	120-277	120-192
S2	120-159	120-159	120-261
S3	119-307	120-053	120-245
S4	119-134	119-201	120-198

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	120-265	0-280	0.7%	0-110	0.3%	10%	False	True	586,470
10	121-225	120-265	0-280	0.7%	0-112	0.3%	10%	False	True	660,567
20	121-253	120-265	0-308	0.8%	0-110	0.3%	9%	False	True	591,709
40	122-055	120-265	1-110	1.1%	0-103	0.3%	6%	False	True	298,858
60	122-162	120-265	1-218	1.4%	0-074	0.2%	5%	False	True	199,280
80	122-162	119-278	2-205	2.2%	0-056	0.1%	40%	False	False	149,460
100	122-162	119-260	2-222	2.2%	0-045	0.1%	41%	False	False	119,568
120	122-162	119-250	2-232	2.3%	0-037	0.1%	42%	False	False	99,640

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	123-211
2.618	122-249
1.618	122-077
1.000	121-290
0.618	121-224
HIGH	121-118
0.618	121-052
0.500	121-031
0.382	121-011
LOW	120-265
0.618	120-158
1.000	120-092
1.618	119-306
2.618	119-133
4.250	118-172

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	121-031	121-031
PP	121-012	121-012
S1	120-312	120-312

Download as Excel Spreadsheet

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

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