ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	120-262	120-282	0-020	0.1%	121-022
High	120-313	121-060	0-067	0.2%	121-042
Low	120-190	120-282	0-092	0.2%	120-158
Close	120-300	121-020	0-040	0.1%	120-235
Range	0-122	0-098	-0-025	-20.4%	0-205
ATR	0-082	0-083	0-001	1.4%	0-000
Volume	763,071	734,012	-29,059	-3.8%	3,037,898

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-307	121-261	121-074
R3	121-209	121-163	121-047
R2	121-112	121-112	121-038
R1	121-066	121-066	121-029	121-089
PP	121-014	121-014	121-014	121-026
S1	120-288	120-288	121-011	120-311
S2	120-237	120-237	121-002
S3	120-139	120-191	120-313
S4	120-042	120-093	120-286

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	121-060	120-158	0-222	0.6%	0-091	0.2%	82%	True	False	712,725
10	121-060	120-158	0-222	0.6%	0-076	0.2%	82%	True	False	597,579
20	121-060	120-158	0-222	0.6%	0-077	0.2%	82%	True	False	563,094
40	121-270	120-158	1-113	1.1%	0-087	0.2%	42%	False	False	563,235
60	121-300	120-158	1-142	1.2%	0-094	0.2%	39%	False	False	531,260
80	122-055	120-158	1-218	1.4%	0-093	0.2%	34%	False	False	399,226
100	122-162	120-158	2-005	1.7%	0-074	0.2%	28%	False	False	319,381
120	122-162	119-260	2-222	2.2%	0-062	0.2%	46%	False	False	266,151

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-154
2.618	121-315
1.618	121-218
1.000	121-158
0.618	121-120
HIGH	121-060
0.618	121-023
0.500	121-011
0.382	121-000
LOW	120-282
0.618	120-222
1.000	120-185
1.618	120-125
2.618	120-027
4.250	119-188

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	121-017	121-002
PP	121-014	120-303
S1	121-011	120-285

Download as Excel Spreadsheet

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

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