ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 06-Oct-2016

Day Change Summary
	Previous	Current
	05-Oct-2016	06-Oct-2016	Change	Change %	Previous Week
Open	121-038	120-318	-0-040	-0.1%	121-153
High	121-062	121-018	-0-045	-0.1%	121-270
Low	120-287	120-253	-0-035	-0.1%	121-138
Close	120-310	120-258	-0-053	-0.1%	121-165
Range	0-095	0-085	-0-010	-10.5%	0-133
ATR	0-096	0-095	-0-001	-0.8%	0-000
Volume	547,763	612,521	64,758	11.8%	3,019,615

Daily Pivots for day following 06-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-217	121-162	120-304
R3	121-132	121-077	120-281
R2	121-047	121-047	120-273
R1	120-313	120-313	120-265	120-298
PP	120-283	120-283	120-283	120-275
S1	120-228	120-228	120-250	120-213
S2	120-198	120-198	120-242
S3	120-113	120-143	120-234
S4	120-028	120-058	120-211

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	120-253	1-018	0.9%	0-092	0.2%	1%	False	True	618,860
10	121-270	120-253	1-018	0.9%	0-084	0.2%	1%	False	True	566,394
20	121-270	120-253	1-018	0.9%	0-095	0.2%	1%	False	True	559,008
40	121-300	120-253	1-047	1.0%	0-104	0.3%	1%	False	True	530,526
60	122-055	120-253	1-122	1.1%	0-099	0.3%	1%	False	True	354,812
80	122-162	120-253	1-230	1.4%	0-075	0.2%	1%	False	True	266,109
100	122-162	119-260	2-222	2.2%	0-060	0.2%	37%	False	False	212,887
120	122-162	119-260	2-222	2.2%	0-050	0.1%	37%	False	False	177,406

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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-059
2.618	121-240
1.618	121-155
1.000	121-102
0.618	121-070
HIGH	121-018
0.618	120-305
0.500	120-295
0.382	120-285
LOW	120-253
0.618	120-200
1.000	120-168
1.618	120-115
2.618	120-030
4.250	119-211

Fisher Pivots for day following 06-Oct-2016
Pivot	1 day	3 day
R1	120-295	121-026
PP	120-283	120-317
S1	120-270	120-287

Download as Excel Spreadsheet

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

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