ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 26-Sep-2016

Day Change Summary
	Previous	Current
	23-Sep-2016	26-Sep-2016	Change	Change %	Previous Week
Open	121-115	121-153	0-038	0.1%	121-075
High	121-150	121-222	0-072	0.2%	121-150
Low	121-100	121-138	0-038	0.1%	120-282
Close	121-147	121-195	0-048	0.1%	121-147
Range	0-050	0-085	0-035	69.9%	0-188
ATR	0-102	0-101	-0-001	-1.2%	0-000
Volume	356,167	424,972	68,805	19.3%	2,275,056

Daily Pivots for day following 26-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-120	122-082	121-242
R3	122-035	121-317	121-218
R2	121-270	121-270	121-211
R1	121-233	121-233	121-203	121-251
PP	121-185	121-185	121-185	121-194
S1	121-148	121-148	121-187	121-166
S2	121-100	121-100	121-179
S3	121-015	121-063	121-172
S4	120-250	120-298	121-148

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-009	122-266	121-251
R3	122-142	122-078	121-199
R2	121-274	121-274	121-182
R1	121-211	121-211	121-165	121-243
PP	121-087	121-087	121-087	121-103
S1	121-023	121-023	121-130	121-055
S2	120-219	120-219	121-113
S3	120-032	120-156	121-096
S4	119-164	119-288	121-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-222	120-282	0-260	0.7%	0-083	0.2%	89%	True	False	484,787
10	121-222	120-265	0-278	0.7%	0-100	0.3%	90%	True	False	513,604
20	121-225	120-265	0-280	0.7%	0-104	0.3%	89%	False	False	597,941
40	122-055	120-265	1-110	1.1%	0-104	0.3%	58%	False	False	409,775
60	122-162	120-265	1-218	1.4%	0-088	0.2%	47%	False	False	273,432
80	122-162	120-238	1-245	1.5%	0-066	0.2%	49%	False	False	205,074
100	122-162	119-260	2-222	2.2%	0-053	0.1%	67%	False	False	164,059
120	122-162	119-260	2-222	2.2%	0-044	0.1%	67%	False	False	136,716

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-264
2.618	122-125
1.618	122-040
1.000	121-307
0.618	121-275
HIGH	121-222
0.618	121-190
0.500	121-180
0.382	121-170
LOW	121-138
0.618	121-085
1.000	121-053
1.618	121-000
2.618	120-235
4.250	120-096

Fisher Pivots for day following 26-Sep-2016
Pivot	1 day	3 day
R1	121-190	121-179
PP	121-185	121-163
S1	121-180	121-146

Download as Excel Spreadsheet

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

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