ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 13-Oct-2016

Day Change Summary
	Previous	Current
	12-Oct-2016	13-Oct-2016	Change	Change %	Previous Week
Open	120-105	120-145	0-040	0.1%	121-013
High	120-127	120-198	0-070	0.2%	121-013
Low	120-078	120-142	0-065	0.2%	120-138
Close	120-118	120-195	0-078	0.2%	120-173
Range	0-050	0-055	0-005	10.1%	0-195
ATR	0-050	0-052	0-002	4.3%	0-000
Volume	366	516	150	41.0%	688

Daily Pivots for day following 13-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-023	121-004	120-225
R3	120-288	120-269	120-210
R2	120-233	120-233	120-205
R1	120-214	120-214	120-200	120-224
PP	120-178	120-178	120-178	120-183
S1	120-159	120-159	120-190	120-169
S2	120-123	120-123	120-185
S3	120-068	120-104	120-180
S4	120-013	120-049	120-165

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	120-205	120-078	0-127	0.3%	0-060	0.2%	92%	False	False	218
10	121-067	120-078	0-310	0.8%	0-047	0.1%	38%	False	False	167
20	121-135	120-078	1-058	1.0%	0-024	0.1%	31%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-111
2.618	121-022
1.618	120-287
1.000	120-253
0.618	120-231
HIGH	120-198
0.618	120-176
0.500	120-170
0.382	120-164
LOW	120-142
0.618	120-109
1.000	120-087
1.618	120-053
2.618	119-318
4.250	119-229

Fisher Pivots for day following 13-Oct-2016
Pivot	1 day	3 day
R1	120-187	120-176
PP	120-178	120-157
S1	120-170	120-138

Download as Excel Spreadsheet

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

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