ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	120-190	120-245	0-055	0.1%	121-022
High	120-255	120-270	0-015	0.0%	121-042
Low	120-158	120-227	0-070	0.2%	120-158
Close	120-235	120-255	0-020	0.1%	120-235
Range	0-098	0-043	-0-055	-56.4%	0-205
ATR	0-081	0-079	-0-003	-3.4%	0-000
Volume	691,411	580,767	-110,644	-16.0%	3,037,898

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-058	121-039	120-278
R3	121-016	120-317	120-267
R2	120-293	120-293	120-263
R1	120-274	120-274	120-259	120-284
PP	120-251	120-251	120-251	120-256
S1	120-232	120-232	120-251	120-241
S2	120-208	120-208	120-247
S3	120-166	120-189	120-243
S4	120-123	120-147	120-232

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-227	122-116	121-028
R3	122-022	121-231	120-291
R2	121-137	121-137	120-273
R1	121-026	121-026	120-254	120-299
PP	120-252	120-252	120-252	120-228
S1	120-141	120-141	120-216	120-094
S2	120-047	120-047	120-197
S3	119-162	119-256	120-179
S4	118-277	119-051	120-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-010	120-158	0-173	0.4%	0-074	0.2%	57%	False	False	641,087
10	121-055	120-158	0-218	0.6%	0-068	0.2%	45%	False	False	552,680
20	121-120	120-158	0-282	0.7%	0-075	0.2%	35%	False	False	547,593
40	121-270	120-158	1-113	1.1%	0-087	0.2%	23%	False	False	551,306
60	121-300	120-158	1-142	1.2%	0-093	0.2%	21%	False	False	506,801
80	122-055	120-158	1-218	1.4%	0-090	0.2%	18%	False	False	380,513
100	122-162	120-158	2-005	1.7%	0-072	0.2%	15%	False	False	304,410
120	122-162	119-260	2-222	2.2%	0-060	0.2%	37%	False	False	253,675

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	121-131
2.618	121-061
1.618	121-019
1.000	120-313
0.618	120-296
HIGH	120-270
0.618	120-254
0.500	120-249
0.382	120-244
LOW	120-227
0.618	120-201
1.000	120-185
1.618	120-159
2.618	120-116
4.250	120-047

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	120-253	120-241
PP	120-251	120-228
S1	120-249	120-214

Download as Excel Spreadsheet

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

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