ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 22-Sep-2016

Day Change Summary
	Previous	Current
	21-Sep-2016	22-Sep-2016	Change	Change %	Previous Week
Open	121-070	121-082	0-012	0.0%	121-005
High	121-100	121-147	0-047	0.1%	121-173
Low	120-282	121-070	0-108	0.3%	120-265
Close	121-062	121-105	0-042	0.1%	121-055
Range	0-138	0-077	-0-060	-43.7%	0-228
ATR	0-108	0-106	-0-002	-1.5%	0-000
Volume	716,309	522,467	-193,842	-27.1%	3,001,249

Daily Pivots for day following 22-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-020	121-300	121-148
R3	121-262	121-222	121-126
R2	121-185	121-185	121-119
R1	121-145	121-145	121-112	121-165
PP	121-107	121-107	121-107	121-117
S1	121-068	121-068	121-098	121-088
S2	121-030	121-030	121-091
S3	120-273	120-310	121-084
S4	120-195	120-233	121-062

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	121-150	120-282	0-188	0.5%	0-090	0.2%	76%	False	False	481,039
10	121-173	120-265	0-228	0.6%	0-105	0.3%	70%	False	False	551,622
20	121-225	120-265	0-280	0.7%	0-111	0.3%	57%	False	False	708,146
40	122-055	120-265	1-110	1.1%	0-107	0.3%	37%	False	False	390,313
60	122-162	120-265	1-218	1.4%	0-086	0.2%	30%	False	False	260,413
80	122-162	119-295	2-187	2.1%	0-064	0.2%	54%	False	False	195,310
100	122-162	119-260	2-222	2.2%	0-052	0.1%	56%	False	False	156,248
120	122-162	119-260	2-222	2.2%	0-043	0.1%	56%	False	False	130,206

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	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-157
2.618	122-030
1.618	121-273
1.000	121-225
0.618	121-195
HIGH	121-147
0.618	121-118
0.500	121-109
0.382	121-100
LOW	121-070
0.618	121-022
1.000	120-313
1.618	120-265
2.618	120-187
4.250	120-061

Fisher Pivots for day following 22-Sep-2016
Pivot	1 day	3 day
R1	121-109	121-088
PP	121-107	121-072
S1	121-106	121-055

Download as Excel Spreadsheet

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

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