ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 03-Nov-2016

Day Change Summary
	Previous	Current
	02-Nov-2016	03-Nov-2016	Change	Change %	Previous Week
Open	120-282	121-015	0-053	0.1%	121-022
High	121-060	121-087	0-027	0.1%	121-042
Low	120-282	120-305	0-022	0.1%	120-158
Close	121-020	121-022	0-002	0.0%	120-235
Range	0-098	0-102	0-005	5.1%	0-205
ATR	0-083	0-084	0-001	1.7%	0-000
Volume	734,012	573,938	-160,074	-21.8%	3,037,898

Daily Pivots for day following 03-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-019	121-283	121-079
R3	121-237	121-181	121-051
R2	121-134	121-134	121-041
R1	121-078	121-078	121-032	121-106
PP	121-032	121-032	121-032	121-046
S1	120-296	120-296	121-013	121-004
S2	120-249	120-249	121-004
S3	120-147	120-193	120-314
S4	120-044	120-091	120-286

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-227	122-116	121-028
R3	122-022	121-231	120-291
R2	121-137	121-137	120-273
R1	121-026	121-026	120-254	120-299
PP	120-252	120-252	120-252	120-228
S1	120-141	120-141	120-216	120-094
S2	120-047	120-047	120-197
S3	119-162	119-256	120-179
S4	118-277	119-051	120-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-087	120-158	0-250	0.6%	0-093	0.2%	74%	True	False	668,639
10	121-087	120-158	0-250	0.6%	0-081	0.2%	74%	True	False	606,309
20	121-087	120-158	0-250	0.6%	0-077	0.2%	74%	True	False	561,165
40	121-270	120-158	1-113	1.1%	0-086	0.2%	43%	False	False	560,086
60	121-300	120-158	1-142	1.2%	0-095	0.2%	40%	False	False	540,739
80	122-055	120-158	1-218	1.4%	0-094	0.2%	34%	False	False	406,400
100	122-162	120-158	2-005	1.7%	0-075	0.2%	29%	False	False	325,120
120	122-162	119-260	2-222	2.2%	0-063	0.2%	47%	False	False	270,933

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-203
2.618	122-036
1.618	121-253
1.000	121-190
0.618	121-151
HIGH	121-087
0.618	121-048
0.500	121-036
0.382	121-024
LOW	120-305
0.618	120-242
1.000	120-202
1.618	120-139
2.618	120-037
4.250	119-189

Fisher Pivots for day following 03-Nov-2016
Pivot	1 day	3 day
R1	121-036	121-008
PP	121-032	120-313
S1	121-027	120-299

Download as Excel Spreadsheet

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

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