ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 14-Oct-2016

Day Change Summary
	Previous	Current
	13-Oct-2016	14-Oct-2016	Change	Change %	Previous Week
Open	120-240	120-280	0-040	0.1%	120-298
High	120-307	121-005	0-018	0.0%	121-005
Low	120-238	120-240	0-002	0.0%	120-178
Close	120-300	120-265	-0-035	-0.1%	120-265
Range	0-070	0-085	0-015	21.4%	0-147
ATR	0-090	0-089	0-000	-0.4%	0-000
Volume	567,398	626,167	58,769	10.4%	2,431,410

Daily Pivots for day following 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-212	121-163	120-312
R3	121-127	121-078	120-288
R2	121-042	121-042	120-281
R1	120-313	120-313	120-273	120-295
PP	120-277	120-277	120-277	120-267
S1	120-228	120-228	120-257	120-210
S2	120-192	120-192	120-249
S3	120-107	120-143	120-242
S4	120-022	120-058	120-218

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-058	121-309	121-026
R3	121-231	121-162	120-306
R2	121-083	121-083	120-292
R1	121-014	121-014	120-279	120-295
PP	120-256	120-256	120-256	120-236
S1	120-187	120-187	120-251	120-148
S2	120-108	120-108	120-238
S3	119-281	120-039	120-224
S4	119-133	119-212	120-184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-005	120-178	0-147	0.4%	0-074	0.2%	59%	True	False	486,282
10	121-175	120-178	0-318	0.8%	0-080	0.2%	28%	False	False	545,605
20	121-270	120-178	1-093	1.1%	0-083	0.2%	21%	False	False	537,536
40	121-270	120-178	1-093	1.1%	0-096	0.2%	21%	False	False	605,529
60	122-055	120-178	1-198	1.3%	0-099	0.3%	17%	False	False	407,538
80	122-162	120-178	1-305	1.6%	0-081	0.2%	14%	False	False	305,708
100	122-162	119-278	2-205	2.2%	0-065	0.2%	36%	False	False	244,566
120	122-162	119-260	2-222	2.2%	0-054	0.1%	38%	False	False	203,805

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	122-046
2.618	121-228
1.618	121-143
1.000	121-090
0.618	121-058
HIGH	121-005
0.618	120-293
0.500	120-282
0.382	120-272
LOW	120-240
0.618	120-187
1.000	120-155
1.618	120-102
2.618	120-017
4.250	119-199

Fisher Pivots for day following 14-Oct-2016
Pivot	1 day	3 day
R1	120-282	120-260
PP	120-277	120-256
S1	120-271	120-251

Download as Excel Spreadsheet

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

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