ECBOT 5 Year T-Note Future December 2016

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

Day Change Summary
	Previous	Current
	30-Sep-2016	03-Oct-2016	Change	Change %	Previous Week
Open	121-227	121-175	-0-052	-0.1%	121-153
High	121-270	121-175	-0-095	-0.2%	121-270
Low	121-153	121-102	-0-050	-0.1%	121-138
Close	121-165	121-110	-0-055	-0.1%	121-165
Range	0-118	0-073	-0-045	-38.3%	0-133
ATR	0-099	0-097	-0-002	-1.9%	0-000
Volume	806,136	488,573	-317,563	-39.4%	3,019,615

Daily Pivots for day following 03-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-027	121-301	121-150
R3	121-274	121-228	121-130
R2	121-202	121-202	121-123
R1	121-156	121-156	121-117	121-143
PP	121-129	121-129	121-129	121-123
S1	121-083	121-083	121-103	121-070
S2	121-057	121-057	121-097
S3	120-304	121-011	121-090
S4	120-232	120-258	121-070

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	121-102	0-168	0.4%	0-088	0.2%	4%	False	True	616,643
10	121-270	120-282	0-308	0.8%	0-086	0.2%	48%	False	False	550,715
20	121-270	120-265	1-005	0.8%	0-099	0.3%	51%	False	False	555,018
40	121-300	120-265	1-035	0.9%	0-101	0.3%	46%	False	False	486,404
60	122-055	120-265	1-110	1.1%	0-095	0.2%	38%	False	False	324,819
80	122-162	120-265	1-218	1.4%	0-072	0.2%	31%	False	False	243,614
100	122-162	119-260	2-222	2.2%	0-057	0.1%	57%	False	False	194,891
120	122-162	119-260	2-222	2.2%	0-048	0.1%	57%	False	False	162,409

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	122-163
2.618	122-045
1.618	121-292
1.000	121-248
0.618	121-220
HIGH	121-175
0.618	121-147
0.500	121-139
0.382	121-130
LOW	121-102
0.618	121-058
1.000	121-030
1.618	120-305
2.618	120-233
4.250	120-114

Fisher Pivots for day following 03-Oct-2016
Pivot	1 day	3 day
R1	121-139	121-186
PP	121-129	121-161
S1	121-120	121-135

Download as Excel Spreadsheet

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

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