ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 25-Oct-2016

Day Change Summary
	Previous	Current
	24-Oct-2016	25-Oct-2016	Change	Change %	Previous Week
Open	121-022	120-298	-0-045	-0.1%	120-262
High	121-042	121-010	-0-032	-0.1%	121-055
Low	120-287	120-262	-0-025	-0.1%	120-242
Close	120-305	120-302	-0-002	0.0%	121-018
Range	0-075	0-068	-0-007	-10.0%	0-133
ATR	0-081	0-080	-0-001	-1.2%	0-000
Volume	413,229	551,640	138,411	33.5%	2,365,728

Daily Pivots for day following 25-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-181	121-149	121-020
R3	121-113	121-082	121-001
R2	121-046	121-046	120-315
R1	121-014	121-014	120-309	121-030
PP	120-298	120-298	120-298	120-306
S1	120-267	120-267	120-296	120-282
S2	120-231	120-231	120-290
S3	120-163	120-199	120-284
S4	120-096	120-132	120-265

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	120-262	0-113	0.3%	0-061	0.2%	36%	False	True	462,926
10	121-055	120-178	0-198	0.5%	0-068	0.2%	63%	False	False	509,649
20	121-270	120-178	1-093	1.1%	0-077	0.2%	30%	False	False	536,726
40	121-270	120-178	1-093	1.1%	0-090	0.2%	30%	False	False	560,902
60	122-055	120-178	1-198	1.3%	0-095	0.2%	24%	False	False	462,845
80	122-162	120-178	1-305	1.6%	0-087	0.2%	20%	False	False	347,340
100	122-162	120-178	1-305	1.6%	0-069	0.2%	20%	False	False	277,872
120	122-162	119-260	2-222	2.2%	0-058	0.1%	42%	False	False	231,560

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-297
2.618	121-187
1.618	121-119
1.000	121-078
0.618	121-052
HIGH	121-010
0.618	120-304
0.500	120-296
0.382	120-288
LOW	120-262
0.618	120-221
1.000	120-195
1.618	120-153
2.618	120-086
4.250	119-296

Fisher Pivots for day following 25-Oct-2016
Pivot	1 day	3 day
R1	120-300	120-312
PP	120-298	120-309
S1	120-296	120-306

Download as Excel Spreadsheet

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

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