ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	120-245	120-262	0-018	0.0%	121-022
High	120-270	120-313	0-042	0.1%	121-042
Low	120-227	120-190	-0-037	-0.1%	120-158
Close	120-255	120-300	0-045	0.1%	120-235
Range	0-043	0-122	0-080	188.0%	0-205
ATR	0-079	0-082	0-003	4.0%	0-000
Volume	580,767	763,071	182,304	31.4%	3,037,898

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-315	121-270	121-047
R3	121-193	121-147	121-014
R2	121-070	121-070	121-002
R1	121-025	121-025	120-311	121-048
PP	120-268	120-268	120-268	120-279
S1	120-223	120-223	120-289	120-245
S2	120-145	120-145	120-278
S3	120-023	120-100	120-266
S4	119-220	119-298	120-233

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	121-000	120-158	0-162	0.4%	0-084	0.2%	88%	False	False	683,373
10	121-055	120-158	0-218	0.6%	0-073	0.2%	66%	False	False	573,149
20	121-062	120-158	0-225	0.6%	0-076	0.2%	63%	False	False	553,782
40	121-270	120-158	1-113	1.1%	0-086	0.2%	33%	False	False	554,490
60	121-300	120-158	1-142	1.2%	0-094	0.2%	31%	False	False	519,244
80	122-055	120-158	1-218	1.4%	0-091	0.2%	27%	False	False	390,051
100	122-162	120-158	2-005	1.7%	0-073	0.2%	22%	False	False	312,041
120	122-162	119-260	2-222	2.2%	0-061	0.2%	42%	False	False	260,034

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	122-193
2.618	121-313
1.618	121-191
1.000	121-115
0.618	121-068
HIGH	120-313
0.618	120-266
0.500	120-251
0.382	120-237
LOW	120-190
0.618	120-114
1.000	120-068
1.618	119-312
2.618	119-189
4.250	118-309

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	120-284	120-278
PP	120-268	120-257
S1	120-251	120-235

Download as Excel Spreadsheet

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

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