ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 14-Sep-2016

Day Change Summary
	Previous	Current
	13-Sep-2016	14-Sep-2016	Change	Change %	Previous Week
Open	121-065	120-305	-0-080	-0.2%	121-067
High	121-118	121-085	-0-033	-0.1%	121-225
Low	120-265	120-302	0-038	0.1%	121-005
Close	120-293	121-078	0-105	0.3%	121-018
Range	0-173	0-102	-0-070	-40.6%	0-220
ATR	0-110	0-110	0-000	0.2%	0-000
Volume	686,926	550,932	-135,994	-19.8%	2,315,885

Daily Pivots for day following 14-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-036	121-319	121-134
R3	121-253	121-217	121-106
R2	121-151	121-151	121-096
R1	121-114	121-114	121-087	121-132
PP	121-048	121-048	121-048	121-057
S1	121-012	121-012	121-068	121-030
S2	120-266	120-266	121-059
S3	120-163	120-229	121-049
S4	120-061	120-127	121-021

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	121-202	120-265	0-258	0.7%	0-120	0.3%	51%	False	False	619,812
10	121-225	120-265	0-280	0.7%	0-115	0.3%	47%	False	False	633,334
20	121-225	120-265	0-280	0.7%	0-107	0.3%	47%	False	False	617,588
40	122-055	120-265	1-110	1.1%	0-105	0.3%	31%	False	False	312,617
60	122-162	120-265	1-218	1.4%	0-076	0.2%	25%	False	False	208,462
80	122-162	119-278	2-205	2.2%	0-057	0.1%	52%	False	False	156,347
100	122-162	119-260	2-222	2.2%	0-046	0.1%	53%	False	False	125,077
120	122-162	119-260	2-222	2.2%	0-038	0.1%	53%	False	False	104,231

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-201
2.618	122-033
1.618	121-251
1.000	121-187
0.618	121-148
HIGH	121-085
0.618	121-046
0.500	121-034
0.382	121-022
LOW	120-302
0.618	120-239
1.000	120-200
1.618	120-137
2.618	120-034
4.250	119-187

Fisher Pivots for day following 14-Sep-2016
Pivot	1 day	3 day
R1	121-063	121-062
PP	121-048	121-047
S1	121-034	121-031

Download as Excel Spreadsheet

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

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