ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 18-Oct-2016

Day Change Summary
	Previous	Current
	17-Oct-2016	18-Oct-2016	Change	Change %	Previous Week
Open	120-207	120-240	0-033	0.1%	120-105
High	120-220	120-247	0-027	0.1%	120-215
Low	120-147	120-190	0-043	0.1%	120-078
Close	120-210	120-240	0-030	0.1%	120-160
Range	0-073	0-057	-0-015	-20.7%	0-138
ATR	0-055	0-055	0-000	0.3%	0-000
Volume	603	1,092	489	81.1%	1,177

Daily Pivots for day following 18-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-078	121-057	120-272
R3	121-021	120-319	120-256
R2	120-283	120-283	120-251
R1	120-262	120-262	120-245	120-269
PP	120-226	120-226	120-226	120-229
S1	120-204	120-204	120-235	120-211
S2	120-168	120-168	120-229
S3	120-111	120-147	120-224
S4	120-053	120-089	120-208

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	120-247	120-078	0-170	0.4%	0-062	0.2%	96%	True	False	553
10	120-280	120-078	0-202	0.5%	0-068	0.2%	80%	False	False	318
20	121-135	120-078	1-058	1.0%	0-034	0.1%	43%	False	False	178

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	0-011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-172
2.618	121-078
1.618	121-020
1.000	120-305
0.618	120-283
HIGH	120-247
0.618	120-226
0.500	120-219
0.382	120-212
LOW	120-190
0.618	120-154
1.000	120-133
1.618	120-097
2.618	120-040
4.250	119-266

Fisher Pivots for day following 18-Oct-2016
Pivot	1 day	3 day
R1	120-233	120-224
PP	120-226	120-208
S1	120-219	120-192

Download as Excel Spreadsheet

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

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