ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	120-262	120-245	-0-018	0.0%	121-098
High	120-262	120-280	0-018	0.0%	121-135
Low	120-258	120-190	-0-067	-0.2%	121-067
Close	120-262	120-207	-0-055	-0.1%	121-067
Range	0-005	0-090	0-085	1,702.6%	0-068
ATR	0-040	0-043	0-004	9.0%	0-000
Volume	378	105	-273	-72.2%	0

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-176	121-122	120-257
R3	121-086	121-032	120-232
R2	120-316	120-316	120-224
R1	120-262	120-262	120-216	120-244
PP	120-226	120-226	120-226	120-217
S1	120-172	120-172	120-199	120-154
S2	120-136	120-136	120-191
S3	120-046	120-082	120-183
S4	119-276	119-312	120-158

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	120-190	0-265	0.7%	0-019	0.0%	7%	False	True	96
10	121-135	120-190	0-265	0.7%	0-009	0.0%	7%	False	True	48
20	121-135	120-190	0-265	0.7%	0-005	0.0%	7%	False	True	24

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	0-004
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	122-022
2.618	121-196
1.618	121-106
1.000	121-050
0.618	121-016
HIGH	120-280
0.618	120-246
0.500	120-235
0.382	120-224
LOW	120-190
0.618	120-134
1.000	120-100
1.618	120-044
2.618	119-274
4.250	119-128

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	120-235	120-261
PP	120-226	120-243
S1	120-217	120-225

Download as Excel Spreadsheet

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

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