ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 16-Sep-2016

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	121-058	121-107	0-050	0.1%	121-005
High	121-173	121-150	-0-022	-0.1%	121-173
Low	121-033	121-047	0-015	0.0%	120-265
Close	121-093	121-055	-0-038	-0.1%	121-055
Range	0-140	0-103	-0-037	-26.8%	0-228
ATR	0-112	0-112	-0-001	-0.6%	0-000
Volume	711,851	486,306	-225,545	-31.7%	3,001,249

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-072	122-006	121-111
R3	121-289	121-223	121-083
R2	121-187	121-187	121-074
R1	121-121	121-121	121-064	121-103
PP	121-084	121-084	121-084	121-075
S1	121-018	121-018	121-046	121-000
S2	120-302	120-302	121-036
S3	120-199	120-236	121-027
S4	120-097	120-133	120-319

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-100	122-305	121-180
R3	122-193	122-078	121-118
R2	121-285	121-285	121-097
R1	121-170	121-170	121-076	121-228
PP	121-058	121-058	121-058	121-086
S1	120-262	120-262	121-034	121-000
S2	120-150	120-150	121-013
S3	119-242	120-035	120-312
S4	119-015	119-127	120-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-173	120-265	0-228	0.6%	0-122	0.3%	48%	False	False	600,249
10	121-225	120-265	0-280	0.7%	0-121	0.3%	39%	False	False	603,070
20	121-225	120-265	0-280	0.7%	0-110	0.3%	39%	False	False	673,521
40	122-055	120-265	1-110	1.1%	0-108	0.3%	26%	False	False	342,539
60	122-162	120-265	1-218	1.4%	0-080	0.2%	20%	False	False	228,432
80	122-162	119-278	2-205	2.2%	0-060	0.2%	49%	False	False	171,324
100	122-162	119-260	2-222	2.2%	0-048	0.1%	50%	False	False	137,059
120	122-162	119-260	2-222	2.2%	0-040	0.1%	50%	False	False	114,216

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	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-266
2.618	122-098
1.618	121-316
1.000	121-253
0.618	121-213
HIGH	121-150
0.618	121-111
0.500	121-099
0.382	121-087
LOW	121-047
0.618	120-304
1.000	120-265
1.618	120-202
2.618	120-099
4.250	119-252

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	121-099	121-078
PP	121-084	121-070
S1	121-070	121-063

Download as Excel Spreadsheet

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

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