ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 17-Oct-2016

Day Change Summary
	Previous	Current
	14-Oct-2016	17-Oct-2016	Change	Change %	Previous Week
Open	120-280	120-262	-0-018	0.0%	120-298
High	121-005	121-007	0-002	0.0%	121-005
Low	120-240	120-242	0-002	0.0%	120-178
Close	120-265	120-313	0-048	0.1%	120-265
Range	0-085	0-085	0-000	0.0%	0-147
ATR	0-089	0-089	0-000	-0.4%	0-000
Volume	626,167	457,592	-168,575	-26.9%	2,431,410

Daily Pivots for day following 17-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-229	121-196	121-039
R3	121-144	121-111	121-016
R2	121-059	121-059	121-008
R1	121-026	121-026	121-000	121-042
PP	120-294	120-294	120-294	120-302
S1	120-261	120-261	120-305	120-278
S2	120-209	120-209	120-297
S3	120-124	120-176	120-289
S4	120-039	120-091	120-266

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	121-007	120-178	0-150	0.4%	0-071	0.2%	90%	True	False	557,500
10	121-120	120-178	0-262	0.7%	0-082	0.2%	51%	False	False	542,507
20	121-270	120-178	1-093	1.1%	0-084	0.2%	33%	False	False	546,611
40	121-270	120-178	1-093	1.1%	0-096	0.2%	33%	False	False	615,615
60	122-055	120-178	1-198	1.3%	0-099	0.3%	26%	False	False	415,118
80	122-162	120-178	1-305	1.6%	0-082	0.2%	22%	False	False	311,428
100	122-162	119-295	2-187	2.1%	0-065	0.2%	41%	False	False	249,142
120	122-162	119-260	2-222	2.2%	0-055	0.1%	43%	False	False	207,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-018

Fibonacci Retracements and Extensions
4.250	122-049
2.618	121-230
1.618	121-145
1.000	121-092
0.618	121-060
HIGH	121-007
0.618	120-295
0.500	120-285
0.382	120-275
LOW	120-242
0.618	120-190
1.000	120-158
1.618	120-105
2.618	120-020
4.250	119-201

Fisher Pivots for day following 17-Oct-2016
Pivot	1 day	3 day
R1	120-303	120-303
PP	120-294	120-293
S1	120-285	120-282

Download as Excel Spreadsheet

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

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