ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 19-Sep-2016

Day Change Summary
	Previous	Current
	16-Sep-2016	19-Sep-2016	Change	Change %	Previous Week
Open	121-107	121-075	-0-032	-0.1%	121-005
High	121-150	121-098	-0-053	-0.1%	121-173
Low	121-047	121-030	-0-017	0.0%	120-265
Close	121-055	121-060	0-005	0.0%	121-055
Range	0-103	0-067	-0-035	-34.2%	0-228
ATR	0-112	0-108	-0-003	-2.8%	0-000
Volume	486,306	276,090	-210,216	-43.2%	3,001,249

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-265	121-230	121-097
R3	121-197	121-162	121-079
R2	121-130	121-130	121-072
R1	121-095	121-095	121-066	121-079
PP	121-063	121-063	121-063	121-054
S1	121-028	121-028	121-054	121-011
S2	120-315	120-315	121-048
S3	120-248	120-280	121-041
S4	120-180	120-213	121-023

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%	0-117	0.3%	51%	False	False	542,421
10	121-225	120-265	0-280	0.7%	0-113	0.3%	41%	False	False	559,322
20	121-225	120-265	0-280	0.7%	0-108	0.3%	41%	False	False	684,620
40	122-055	120-265	1-110	1.1%	0-107	0.3%	27%	False	False	349,372
60	122-162	120-265	1-218	1.4%	0-081	0.2%	21%	False	False	233,033
80	122-162	119-295	2-187	2.1%	0-061	0.2%	49%	False	False	174,775
100	122-162	119-260	2-222	2.2%	0-049	0.1%	51%	False	False	139,820
120	122-162	119-260	2-222	2.2%	0-041	0.1%	51%	False	False	116,516

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-025
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-064
2.618	121-274
1.618	121-207
1.000	121-165
0.618	121-139
HIGH	121-098
0.618	121-072
0.500	121-064
0.382	121-056
LOW	121-030
0.618	120-308
1.000	120-283
1.618	120-241
2.618	120-173
4.250	120-063

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	121-064	121-101
PP	121-063	121-088
S1	121-061	121-074

Download as Excel Spreadsheet

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

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