ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	120-298	120-222	-0-075	-0.2%	121-175
High	120-298	120-260	-0-038	-0.1%	121-175
Low	120-198	120-207	0-010	0.0%	120-220
Close	120-218	120-238	0-020	0.1%	120-278
Range	0-100	0-053	-0-047	-47.5%	0-275
ATR	0-095	0-092	-0-003	-3.2%	0-000
Volume	101,498	564,014	462,516	455.7%	3,024,648

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-073	121-048	120-266
R3	121-020	120-315	120-252
R2	120-288	120-288	120-247
R1	120-263	120-263	120-242	120-275
PP	120-235	120-235	120-235	120-241
S1	120-210	120-210	120-233	120-222
S2	120-182	120-182	120-228
S3	120-130	120-157	120-223
S4	120-077	120-105	120-209

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	121-062	120-198	0-185	0.5%	0-085	0.2%	22%	False	False	512,455
10	121-270	120-198	1-073	1.0%	0-085	0.2%	10%	False	False	563,802
20	121-270	120-198	1-073	1.0%	0-089	0.2%	10%	False	False	536,696
40	121-270	120-198	1-073	1.0%	0-100	0.3%	10%	False	False	564,202
60	122-055	120-198	1-178	1.3%	0-099	0.3%	8%	False	False	378,137
80	122-162	120-198	1-285	1.6%	0-078	0.2%	7%	False	False	283,634
100	122-162	119-278	2-205	2.2%	0-062	0.2%	33%	False	False	226,907
120	122-162	119-260	2-222	2.2%	0-052	0.1%	34%	False	False	189,089

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	121-163
2.618	121-077
1.618	121-025
1.000	120-313
0.618	120-292
HIGH	120-260
0.618	120-240
0.500	120-234
0.382	120-228
LOW	120-207
0.618	120-175
1.000	120-155
1.618	120-123
2.618	120-070
4.250	119-304

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	120-236	120-254
PP	120-235	120-248
S1	120-234	120-243

Download as Excel Spreadsheet

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

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