ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 06-Oct-2016

Day Change Summary
	Previous	Current
	05-Oct-2016	06-Oct-2016	Change	Change %	Previous Week
Open	120-245	120-155	-0-090	-0.2%	121-098
High	120-280	120-235	-0-045	-0.1%	121-135
Low	120-190	120-155	-0-035	-0.1%	121-067
Close	120-207	120-155	-0-052	-0.1%	121-067
Range	0-090	0-080	-0-010	-11.1%	0-068
ATR	0-043	0-046	0-003	6.0%	0-000
Volume	105	98	-7	-6.7%	0

Daily Pivots for day following 06-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-102	121-048	120-199
R3	121-022	120-288	120-177
R2	120-262	120-262	120-170
R1	120-208	120-208	120-162	120-195
PP	120-182	120-182	120-182	120-175
S1	120-128	120-128	120-148	120-115
S2	120-102	120-102	120-140
S3	120-022	120-048	120-133
S4	119-262	119-288	120-111

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	121-067	120-155	0-232	0.6%	0-035	0.1%	0%	False	True	116
10	121-135	120-155	0-300	0.8%	0-017	0.0%	0%	False	True	58
20	121-135	120-155	0-300	0.8%	0-009	0.0%	0%	False	True	29

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	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-255
2.618	121-124
1.618	121-044
1.000	120-315
0.618	120-284
HIGH	120-235
0.618	120-204
0.500	120-195
0.382	120-186
LOW	120-155
0.618	120-106
1.000	120-075
1.618	120-026
2.618	119-266
4.250	119-135

Fisher Pivots for day following 06-Oct-2016
Pivot	1 day	3 day
R1	120-195	120-218
PP	120-182	120-197
S1	120-168	120-176

Download as Excel Spreadsheet

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

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