ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	120-313	121-022	0-030	0.1%	120-262
High	121-022	121-042	0-020	0.1%	121-055
Low	120-298	120-287	-0-010	0.0%	120-242
Close	121-018	120-305	-0-033	-0.1%	121-018
Range	0-045	0-075	0-030	66.7%	0-133
ATR	0-081	0-081	0-000	-0.6%	0-000
Volume	373,410	413,229	39,819	10.7%	2,365,728

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-223	121-179	121-026
R3	121-148	121-104	121-006
R2	121-073	121-073	120-319
R1	121-029	121-029	120-312	121-014
PP	120-318	120-318	120-318	120-311
S1	120-274	120-274	120-298	120-259
S2	120-243	120-243	120-291
S3	120-168	120-199	120-284
S4	120-093	120-124	120-264

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-076	122-019	121-090
R3	121-263	121-207	121-054
R2	121-131	121-131	121-042
R1	121-074	121-074	121-030	121-103
PP	120-318	120-318	120-318	121-013
S1	120-262	120-262	121-005	120-290
S2	120-186	120-186	120-313
S3	120-053	120-129	120-301
S4	119-241	119-317	120-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-055	120-287	0-088	0.2%	0-062	0.2%	20%	False	True	464,273
10	121-055	120-178	0-198	0.5%	0-067	0.2%	65%	False	False	510,886
20	121-270	120-178	1-093	1.1%	0-078	0.2%	31%	False	False	541,482
40	121-270	120-178	1-093	1.1%	0-091	0.2%	31%	False	False	569,712
60	122-055	120-178	1-198	1.3%	0-095	0.2%	25%	False	False	453,677
80	122-162	120-178	1-305	1.6%	0-086	0.2%	20%	False	False	340,445
100	122-162	120-178	1-305	1.6%	0-069	0.2%	20%	False	False	272,356
120	122-162	119-260	2-222	2.2%	0-057	0.1%	42%	False	False	226,963

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-041
2.618	121-239
1.618	121-164
1.000	121-118
0.618	121-089
HIGH	121-042
0.618	121-014
0.500	121-005
0.382	120-316
LOW	120-287
0.618	120-241
1.000	120-212
1.618	120-166
2.618	120-091
4.250	119-289

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	121-005	121-007
PP	120-318	121-000
S1	120-312	120-312

Download as Excel Spreadsheet

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

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