ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 07-Oct-2016

Day Change Summary
	Previous	Current
	06-Oct-2016	07-Oct-2016	Change	Change %	Previous Week
Open	120-318	120-265	-0-053	-0.1%	121-175
High	121-018	120-310	-0-027	-0.1%	121-175
Low	120-253	120-220	-0-033	-0.1%	120-220
Close	120-258	120-278	0-020	0.1%	120-278
Range	0-085	0-090	0-005	5.9%	0-275
ATR	0-095	0-095	0-000	-0.4%	0-000
Volume	612,521	736,483	123,962	20.2%	3,024,648

Daily Pivots for day following 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-219	121-178	121-007
R3	121-129	121-088	120-302
R2	121-039	121-039	120-294
R1	120-318	120-318	120-286	121-019
PP	120-269	120-269	120-269	120-279
S1	120-228	120-228	120-269	120-249
S2	120-179	120-179	120-261
S3	120-089	120-138	120-253
S4	119-319	120-048	120-228

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-196	123-032	121-109
R3	122-241	122-077	121-033
R2	121-286	121-286	121-008
R1	121-122	121-122	120-303	121-066
PP	121-011	121-011	121-011	120-303
S1	120-167	120-167	120-252	120-111
S2	120-056	120-056	120-227
S3	119-101	119-212	120-202
S4	118-146	118-257	120-126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-175	120-220	0-275	0.7%	0-087	0.2%	21%	False	True	604,929
10	121-270	120-220	1-050	1.0%	0-088	0.2%	16%	False	True	604,426
20	121-270	120-220	1-050	1.0%	0-095	0.2%	16%	False	True	566,028
40	121-300	120-220	1-080	1.0%	0-102	0.3%	14%	False	True	548,801
60	122-055	120-220	1-155	1.2%	0-100	0.3%	12%	False	True	367,060
80	122-162	120-220	1-262	1.5%	0-076	0.2%	10%	False	True	275,315
100	122-162	119-260	2-222	2.2%	0-061	0.2%	39%	False	False	220,252
120	122-162	119-260	2-222	2.2%	0-051	0.1%	39%	False	False	183,543

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	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-053
2.618	121-226
1.618	121-136
1.000	121-080
0.618	121-046
HIGH	120-310
0.618	120-276
0.500	120-265
0.382	120-254
LOW	120-220
0.618	120-164
1.000	120-130
1.618	120-074
2.618	119-304
4.250	119-157

Fisher Pivots for day following 07-Oct-2016
Pivot	1 day	3 day
R1	120-273	120-301
PP	120-269	120-293
S1	120-265	120-285

Download as Excel Spreadsheet

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

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