ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 18-Oct-2016

Day Change Summary
	Previous	Current
	17-Oct-2016	18-Oct-2016	Change	Change %	Previous Week
Open	120-262	120-307	0-045	0.1%	120-298
High	121-007	121-040	0-033	0.1%	121-005
Low	120-242	120-287	0-045	0.1%	120-178
Close	120-313	121-022	0-030	0.1%	120-265
Range	0-085	0-073	-0-012	-14.7%	0-147
ATR	0-089	0-088	-0-001	-1.3%	0-000
Volume	457,592	558,375	100,783	22.0%	2,431,410

Daily Pivots for day following 18-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-228	121-198	121-062
R3	121-155	121-125	121-042
R2	121-083	121-083	121-036
R1	121-053	121-053	121-029	121-068
PP	121-010	121-010	121-010	121-017
S1	120-300	120-300	121-016	120-315
S2	120-257	120-257	121-009
S3	120-185	120-227	121-003
S4	120-112	120-155	120-303

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	121-040	120-178	0-182	0.5%	0-075	0.2%	90%	True	False	556,373
10	121-062	120-178	0-205	0.5%	0-080	0.2%	80%	False	False	534,414
20	121-270	120-178	1-093	1.1%	0-084	0.2%	40%	False	False	554,329
40	121-270	120-178	1-093	1.1%	0-095	0.2%	40%	False	False	627,390
60	122-055	120-178	1-198	1.3%	0-099	0.3%	32%	False	False	424,410
80	122-162	120-178	1-305	1.6%	0-083	0.2%	26%	False	False	318,407
100	122-162	119-295	2-187	2.1%	0-066	0.2%	44%	False	False	254,726
120	122-162	119-260	2-222	2.2%	0-055	0.1%	47%	False	False	212,271

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-028
2.618	121-230
1.618	121-157
1.000	121-113
0.618	121-085
HIGH	121-040
0.618	121-012
0.500	121-004
0.382	120-315
LOW	120-287
0.618	120-243
1.000	120-215
1.618	120-170
2.618	120-098
4.250	119-299

Fisher Pivots for day following 18-Oct-2016
Pivot	1 day	3 day
R1	121-016	121-008
PP	121-010	120-314
S1	121-004	120-300

Download as Excel Spreadsheet

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

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