ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	120-222	120-235	0-013	0.0%	121-175
High	120-260	120-242	-0-018	0.0%	121-175
Low	120-207	120-178	-0-030	-0.1%	120-220
Close	120-238	120-225	-0-013	0.0%	120-278
Range	0-053	0-065	0-012	23.8%	0-275
ATR	0-092	0-090	-0-002	-2.1%	0-000
Volume	564,014	572,333	8,319	1.5%	3,024,648

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-090	121-062	120-261
R3	121-025	120-317	120-243
R2	120-280	120-280	120-237
R1	120-252	120-252	120-231	120-234
PP	120-215	120-215	120-215	120-206
S1	120-187	120-187	120-219	120-169
S2	120-150	120-150	120-213
S3	120-085	120-123	120-207
S4	120-020	120-058	120-189

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	121-018	120-178	0-160	0.4%	0-079	0.2%	30%	False	True	517,369
10	121-270	120-178	1-093	1.1%	0-086	0.2%	12%	False	True	571,810
20	121-270	120-178	1-093	1.1%	0-087	0.2%	12%	False	True	537,766
40	121-270	120-178	1-093	1.1%	0-097	0.3%	12%	False	True	577,677
60	122-055	120-178	1-198	1.3%	0-099	0.3%	9%	False	True	387,667
80	122-162	120-178	1-305	1.6%	0-079	0.2%	8%	False	True	290,788
100	122-162	119-278	2-205	2.2%	0-063	0.2%	32%	False	False	232,630
120	122-162	119-260	2-222	2.2%	0-053	0.1%	33%	False	False	193,859

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-199
2.618	121-093
1.618	121-028
1.000	120-307
0.618	120-283
HIGH	120-242
0.618	120-218
0.500	120-210
0.382	120-202
LOW	120-178
0.618	120-137
1.000	120-113
1.618	120-072
2.618	120-007
4.250	119-221

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	120-220	120-238
PP	120-215	120-233
S1	120-210	120-229

Download as Excel Spreadsheet

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

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