ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 14-Oct-2016

Day Change Summary
	Previous	Current
	13-Oct-2016	14-Oct-2016	Change	Change %	Previous Week
Open	120-145	120-138	-0-007	0.0%	120-105
High	120-198	120-215	0-018	0.0%	120-215
Low	120-142	120-138	-0-005	0.0%	120-078
Close	120-195	120-160	-0-035	-0.1%	120-160
Range	0-055	0-078	0-022	40.9%	0-138
ATR	0-052	0-054	0-002	3.5%	0-000
Volume	516	191	-325	-63.0%	1,177

Daily Pivots for day following 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-083	121-039	120-203
R3	121-006	120-282	120-181
R2	120-248	120-248	120-174
R1	120-204	120-204	120-167	120-226
PP	120-171	120-171	120-171	120-182
S1	120-127	120-127	120-153	120-149
S2	120-093	120-093	120-146
S3	120-016	120-049	120-139
S4	119-258	119-292	120-117

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-243	121-179	120-236
R3	121-106	121-042	120-198
R2	120-288	120-288	120-185
R1	120-224	120-224	120-173	120-256
PP	120-151	120-151	120-151	120-167
S1	120-087	120-087	120-147	120-119
S2	120-013	120-013	120-135
S3	119-196	119-269	120-122
S4	119-058	119-132	120-084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-215	120-078	0-138	0.4%	0-062	0.2%	60%	True	False	235
10	121-013	120-078	0-255	0.7%	0-055	0.1%	32%	False	False	186
20	121-135	120-078	1-058	1.0%	0-028	0.1%	22%	False	False	93

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-224
2.618	121-098
1.618	121-020
1.000	120-293
0.618	120-263
HIGH	120-215
0.618	120-185
0.500	120-176
0.382	120-167
LOW	120-138
0.618	120-090
1.000	120-060
1.618	120-012
2.618	119-255
4.250	119-128

Fisher Pivots for day following 14-Oct-2016
Pivot	1 day	3 day
R1	120-176	120-155
PP	120-171	120-151
S1	120-165	120-146

Download as Excel Spreadsheet

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

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