ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 07-Oct-2016

Day Change Summary
	Previous	Current
	06-Oct-2016	07-Oct-2016	Change	Change %	Previous Week
Open	120-155	120-160	0-005	0.0%	121-013
High	120-235	120-205	-0-030	-0.1%	121-013
Low	120-155	120-138	-0-018	0.0%	120-138
Close	120-155	120-173	0-018	0.0%	120-173
Range	0-080	0-067	-0-013	-15.6%	0-195
ATR	0-046	0-048	0-002	3.3%	0-000
Volume	98	107	9	9.2%	688

Daily Pivots for day following 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-054	121-021	120-210
R3	120-307	120-273	120-191
R2	120-239	120-239	120-185
R1	120-206	120-206	120-179	120-222
PP	120-172	120-172	120-172	120-180
S1	120-138	120-138	120-166	120-155
S2	120-104	120-104	120-160
S3	120-037	120-071	120-154
S4	119-289	120-003	120-135

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-159	122-041	120-280
R3	121-284	121-166	120-226
R2	121-089	121-089	120-208
R1	120-291	120-291	120-190	120-253
PP	120-214	120-214	120-214	120-195
S1	120-096	120-096	120-155	120-058
S2	120-019	120-019	120-137
S3	119-144	119-221	120-119
S4	118-269	119-026	120-065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-013	120-138	0-195	0.5%	0-048	0.1%	18%	False	True	137
10	121-135	120-138	0-318	0.8%	0-024	0.1%	11%	False	True	68
20	121-135	120-138	0-318	0.8%	0-012	0.0%	11%	False	True	34

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	0-006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-172
2.618	121-062
1.618	120-314
1.000	120-272
0.618	120-247
HIGH	120-205
0.618	120-179
0.500	120-171
0.382	120-163
LOW	120-138
0.618	120-096
1.000	120-070
1.618	120-028
2.618	119-281
4.250	119-171

Fisher Pivots for day following 07-Oct-2016
Pivot	1 day	3 day
R1	120-172	120-209
PP	120-172	120-197
S1	120-171	120-185

Download as Excel Spreadsheet

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

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