ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	120-220	120-207	-0-013	0.0%	120-207
High	120-265	120-238	-0-027	-0.1%	120-265
Low	120-213	120-200	-0-013	0.0%	120-147
Close	120-227	120-235	0-008	0.0%	120-235
Range	0-052	0-038	-0-015	-28.5%	0-118
ATR	0-055	0-054	-0-001	-2.3%	0-000
Volume	4,739	1,985	-2,754	-58.1%	9,008

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-017	121-003	120-256
R3	120-299	120-286	120-245
R2	120-262	120-262	120-242
R1	120-248	120-248	120-238	120-255
PP	120-224	120-224	120-224	120-228
S1	120-211	120-211	120-232	120-218
S2	120-187	120-187	120-228
S3	120-149	120-173	120-225
S4	120-112	120-136	120-214

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-248	121-199	120-300
R3	121-131	121-082	120-267
R2	121-013	121-013	120-257
R1	120-284	120-284	120-246	120-309
PP	120-216	120-216	120-216	120-228
S1	120-167	120-167	120-224	120-191
S2	120-098	120-098	120-213
S3	119-301	120-049	120-203
S4	119-183	119-252	120-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-265	120-147	0-118	0.3%	0-054	0.1%	74%	False	False	1,801
10	120-265	120-078	0-187	0.5%	0-058	0.2%	84%	False	False	1,018
20	121-135	120-078	1-058	1.0%	0-041	0.1%	42%	False	False	543

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-008
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	121-077
2.618	121-016
1.618	120-298
1.000	120-275
0.618	120-261
HIGH	120-238
0.618	120-223
0.500	120-219
0.382	120-214
LOW	120-200
0.618	120-177
1.000	120-162
1.618	120-139
2.618	120-102
4.250	120-041

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	120-230	120-234
PP	120-224	120-233
S1	120-219	120-232

Download as Excel Spreadsheet

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

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