ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 03-Oct-2016

Day Change Summary
	Previous	Current
	30-Sep-2016	03-Oct-2016	Change	Change %	Previous Week
Open	121-067	121-013	-0-055	-0.1%	121-098
High	121-067	121-013	-0-055	-0.1%	121-135
Low	121-067	121-013	-0-055	-0.1%	121-067
Close	121-067	121-013	-0-055	-0.1%	121-067
Range
ATR	0-036	0-037	0-001	3.8%	0-000
Volume

Daily Pivots for day following 03-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-013	121-013	121-013
R3	121-013	121-013	121-013
R2	121-013	121-013	121-013
R1	121-013	121-013	121-013	121-013
PP	121-013	121-013	121-013	121-013
S1	121-013	121-013	121-013	121-013
S2	121-013	121-013	121-013
S3	121-013	121-013	121-013
S4	121-013	121-013	121-013

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-293	121-248	121-105
R3	121-225	121-180	121-086
R2	121-158	121-158	121-080
R1	121-113	121-113	121-074	121-101
PP	121-090	121-090	121-090	121-084
S1	121-045	121-045	121-061	121-034
S2	121-022	121-022	121-055
S3	120-275	120-297	121-049
S4	120-207	120-230	121-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-135	121-013	0-122	0.3%	0-000	0.0%	0%	False	True
10	121-135	120-285	0-170	0.4%	0-000	0.0%	28%	False	False
20	121-135	120-195	0-260	0.7%	0-000	0.0%	53%	False	False

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	121-013
2.618	121-013
1.618	121-013
1.000	121-013
0.618	121-013
HIGH	121-013
0.618	121-013
0.500	121-013
0.382	121-013
LOW	121-013
0.618	121-013
1.000	121-013
1.618	121-013
2.618	121-013
4.250	121-013

Fisher Pivots for day following 03-Oct-2016
Pivot	1 day	3 day
R1	121-013	121-074
PP	121-013	121-053
S1	121-013	121-033

Download as Excel Spreadsheet

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

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