ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	121-033	120-313	-0-040	-0.1%	120-262
High	121-047	121-022	-0-025	-0.1%	121-055
Low	120-310	120-298	-0-013	0.0%	120-242
Close	121-010	121-018	0-007	0.0%	121-018
Range	0-057	0-045	-0-012	-21.7%	0-133
ATR	0-084	0-081	-0-003	-3.3%	0-000
Volume	486,634	373,410	-113,224	-23.3%	2,365,728

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-141	121-124	121-042
R3	121-096	121-079	121-030
R2	121-051	121-051	121-026
R1	121-034	121-034	121-022	121-042
PP	121-006	121-006	121-006	121-010
S1	120-309	120-309	121-013	120-318
S2	120-281	120-281	121-009
S3	120-236	120-264	121-005
S4	120-191	120-219	120-313

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-076	122-019	121-090
R3	121-263	121-207	121-054
R2	121-131	121-131	121-042
R1	121-074	121-074	121-030	121-103
PP	120-318	120-318	120-318	121-013
S1	120-262	120-262	121-005	120-290
S2	120-186	120-186	120-313
S3	120-053	120-129	120-301
S4	119-241	119-317	120-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-055	120-242	0-133	0.3%	0-064	0.2%	72%	False	False	473,145
10	121-055	120-178	0-198	0.5%	0-069	0.2%	81%	False	False	479,713
20	121-270	120-178	1-093	1.1%	0-079	0.2%	39%	False	False	542,070
40	121-270	120-178	1-093	1.1%	0-094	0.2%	39%	False	False	591,928
60	122-055	120-178	1-198	1.3%	0-097	0.3%	31%	False	False	446,815
80	122-162	120-178	1-305	1.6%	0-085	0.2%	26%	False	False	335,279
100	122-162	120-027	2-135	2.0%	0-068	0.2%	40%	False	False	268,223
120	122-162	119-260	2-222	2.2%	0-057	0.1%	46%	False	False	223,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	121-214
2.618	121-140
1.618	121-095
1.000	121-067
0.618	121-050
HIGH	121-022
0.618	121-005
0.500	121-000
0.382	120-315
LOW	120-298
0.618	120-270
1.000	120-253
1.618	120-225
2.618	120-180
4.250	120-106

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	121-012	121-017
PP	121-006	121-017
S1	121-000	121-016

Download as Excel Spreadsheet

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

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