ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 13-Oct-2016

Day Change Summary
	Previous	Current
	12-Oct-2016	13-Oct-2016	Change	Change %	Previous Week
Open	120-235	120-240	0-005	0.0%	121-175
High	120-242	120-307	0-065	0.2%	121-175
Low	120-178	120-238	0-060	0.2%	120-220
Close	120-225	120-300	0-075	0.2%	120-278
Range	0-065	0-070	0-005	7.7%	0-275
ATR	0-090	0-090	-0-001	-0.6%	0-000
Volume	572,333	567,398	-4,935	-0.9%	3,024,648

Daily Pivots for day following 13-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-172	121-146	121-018
R3	121-102	121-076	120-319
R2	121-032	121-032	120-313
R1	121-006	121-006	120-306	121-019
PP	120-282	120-282	120-282	120-288
S1	120-256	120-256	120-294	120-269
S2	120-212	120-212	120-287
S3	120-142	120-186	120-281
S4	120-072	120-116	120-262

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	120-310	120-178	0-133	0.3%	0-076	0.2%	92%	False	False	508,345
10	121-270	120-178	1-093	1.1%	0-084	0.2%	30%	False	False	563,602
20	121-270	120-178	1-093	1.1%	0-084	0.2%	30%	False	False	530,543
40	121-270	120-178	1-093	1.1%	0-096	0.2%	30%	False	False	590,624
60	122-055	120-178	1-198	1.3%	0-100	0.3%	24%	False	False	397,118
80	122-162	120-178	1-305	1.6%	0-080	0.2%	20%	False	False	297,881
100	122-162	119-278	2-205	2.2%	0-064	0.2%	41%	False	False	238,304
120	122-162	119-260	2-222	2.2%	0-053	0.1%	42%	False	False	198,587

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	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-285
2.618	121-171
1.618	121-101
1.000	121-057
0.618	121-031
HIGH	120-307
0.618	120-281
0.500	120-272
0.382	120-264
LOW	120-238
0.618	120-194
1.000	120-168
1.618	120-124
2.618	120-054
4.250	119-260

Fisher Pivots for day following 13-Oct-2016
Pivot	1 day	3 day
R1	120-291	120-281
PP	120-282	120-262
S1	120-272	120-242

Download as Excel Spreadsheet

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

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