ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	121-113	121-038	-0-075	-0.2%	121-153
High	121-120	121-062	-0-058	-0.1%	121-270
Low	121-030	120-287	-0-063	-0.2%	121-138
Close	121-042	120-310	-0-052	-0.1%	121-165
Range	0-090	0-095	0-005	5.6%	0-133
ATR	0-096	0-096	0-000	-0.1%	0-000
Volume	639,308	547,763	-91,545	-14.3%	3,019,615

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-292	121-236	121-042
R3	121-197	121-141	121-016
R2	121-102	121-102	121-007
R1	121-046	121-046	120-319	121-026
PP	121-007	121-007	121-007	120-317
S1	120-271	120-271	120-301	120-251
S2	120-232	120-232	120-293
S3	120-137	120-176	120-284
S4	120-042	120-081	120-258

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-268	122-189	121-238
R3	122-136	122-057	121-201
R2	122-003	122-003	121-189
R1	121-244	121-244	121-177	121-284
PP	121-191	121-191	121-191	121-211
S1	121-112	121-112	121-153	121-151
S2	121-058	121-058	121-141
S3	120-246	120-299	121-129
S4	120-113	120-167	121-092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-270	120-287	0-303	0.8%	0-093	0.2%	7%	False	True	626,250
10	121-270	120-287	0-303	0.8%	0-084	0.2%	7%	False	True	557,389
20	121-270	120-265	1-005	0.8%	0-098	0.3%	14%	False	False	563,376
40	121-300	120-265	1-035	0.9%	0-103	0.3%	13%	False	False	515,343
60	122-055	120-265	1-110	1.1%	0-098	0.3%	10%	False	False	344,603
80	122-162	120-265	1-218	1.4%	0-074	0.2%	8%	False	False	258,452
100	122-162	119-260	2-222	2.2%	0-059	0.2%	43%	False	False	206,762
120	122-162	119-260	2-222	2.2%	0-049	0.1%	43%	False	False	172,301

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	122-146
2.618	121-311
1.618	121-216
1.000	121-158
0.618	121-121
HIGH	121-062
0.618	121-026
0.500	121-015
0.382	121-004
LOW	120-287
0.618	120-229
1.000	120-192
1.618	120-134
2.618	120-039
4.250	119-204

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	121-015	121-071
PP	121-007	121-044
S1	120-318	121-017

Download as Excel Spreadsheet

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

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