ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	120-305	120-260	-0-045	-0.1%	120-262
High	121-000	120-265	-0-055	-0.1%	121-055
Low	120-253	120-173	-0-080	-0.2%	120-242
Close	120-267	120-205	-0-062	-0.2%	121-018
Range	0-067	0-092	0-025	37.0%	0-133
ATR	0-079	0-080	0-001	1.4%	0-000
Volume	587,251	794,367	207,116	35.3%	2,365,728

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-172	121-121	120-256
R3	121-079	121-028	120-230
R2	120-307	120-307	120-222
R1	120-256	120-256	120-213	120-235
PP	120-214	120-214	120-214	120-204
S1	120-163	120-163	120-197	120-143
S2	120-122	120-122	120-188
S3	120-029	120-071	120-180
S4	119-257	119-298	120-154

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	121-042	120-173	0-190	0.5%	0-069	0.2%	17%	False	True	543,979
10	121-055	120-173	0-202	0.5%	0-071	0.2%	16%	False	True	533,838
20	121-270	120-173	1-098	1.1%	0-077	0.2%	8%	False	True	548,720
40	121-270	120-173	1-098	1.1%	0-090	0.2%	8%	False	True	553,935
60	122-055	120-173	1-202	1.4%	0-095	0.2%	6%	False	True	485,705
80	122-162	120-173	1-310	1.6%	0-089	0.2%	5%	False	True	364,610
100	122-162	120-173	1-310	1.6%	0-071	0.2%	5%	False	True	291,688
120	122-162	119-260	2-222	2.2%	0-059	0.2%	31%	False	False	243,073

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	122-018
2.618	121-187
1.618	121-095
1.000	121-037
0.618	121-002
HIGH	120-265
0.618	120-230
0.500	120-219
0.382	120-208
LOW	120-173
0.618	120-115
1.000	120-080
1.618	120-023
2.618	119-250
4.250	119-099

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	120-219	120-251
PP	120-214	120-236
S1	120-210	120-220

Download as Excel Spreadsheet

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

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