ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 26-Oct-2016

Day Change Summary
	Previous	Current
	25-Oct-2016	26-Oct-2016	Change	Change %	Previous Week
Open	120-298	120-305	0-007	0.0%	120-262
High	121-010	121-000	-0-010	0.0%	121-055
Low	120-262	120-253	-0-010	0.0%	120-242
Close	120-302	120-267	-0-035	-0.1%	121-018
Range	0-068	0-067	0-000	0.0%	0-133
ATR	0-080	0-079	-0-001	-1.1%	0-000
Volume	551,640	587,251	35,611	6.5%	2,365,728

Daily Pivots for day following 26-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-162	121-122	120-305
R3	121-095	121-055	120-286
R2	121-027	121-027	120-280
R1	120-307	120-307	120-274	120-294
PP	120-280	120-280	120-280	120-273
S1	120-240	120-240	120-261	120-226
S2	120-213	120-213	120-255
S3	120-145	120-173	120-249
S4	120-078	120-105	120-230

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	121-047	120-253	0-115	0.3%	0-062	0.2%	13%	False	True	482,432
10	121-055	120-238	0-138	0.4%	0-069	0.2%	22%	False	False	511,141
20	121-270	120-178	1-093	1.1%	0-077	0.2%	22%	False	False	541,475
40	121-270	120-178	1-093	1.1%	0-090	0.2%	22%	False	False	555,001
60	122-055	120-178	1-198	1.3%	0-095	0.2%	17%	False	False	472,498
80	122-162	120-178	1-305	1.6%	0-087	0.2%	14%	False	False	354,681
100	122-162	120-178	1-305	1.6%	0-070	0.2%	14%	False	False	283,744
120	122-162	119-260	2-222	2.2%	0-058	0.2%	38%	False	False	236,454

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	0-020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-287
2.618	121-177
1.618	121-109
1.000	121-067
0.618	121-042
HIGH	121-000
0.618	120-294
0.500	120-286
0.382	120-278
LOW	120-253
0.618	120-211
1.000	120-185
1.618	120-143
2.618	120-076
4.250	119-286

Fisher Pivots for day following 26-Oct-2016
Pivot	1 day	3 day
R1	120-286	120-308
PP	120-280	120-294
S1	120-274	120-281

Download as Excel Spreadsheet

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

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