ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 19-Oct-2016

Day Change Summary
	Previous	Current
	18-Oct-2016	19-Oct-2016	Change	Change %	Previous Week
Open	120-240	120-250	0-010	0.0%	120-105
High	120-247	120-265	0-018	0.0%	120-215
Low	120-190	120-213	0-022	0.1%	120-078
Close	120-240	120-240	0-000	0.0%	120-160
Range	0-057	0-052	-0-005	-8.7%	0-138
ATR	0-055	0-055	0-000	-0.4%	0-000
Volume	1,092	589	-503	-46.1%	1,177

Daily Pivots for day following 19-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-077	121-051	120-269
R3	121-024	120-318	120-254
R2	120-292	120-292	120-250
R1	120-266	120-266	120-245	120-252
PP	120-239	120-239	120-239	120-233
S1	120-213	120-213	120-235	120-200
S2	120-187	120-187	120-230
S3	120-134	120-161	120-226
S4	120-082	120-108	120-211

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	120-265	120-138	0-127	0.3%	0-063	0.2%	80%	True	False	598
10	120-265	120-078	0-187	0.5%	0-064	0.2%	87%	True	False	366
20	121-135	120-078	1-058	1.0%	0-037	0.1%	43%	False	False	207

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-168
2.618	121-082
1.618	121-030
1.000	120-317
0.618	120-297
HIGH	120-265
0.618	120-245
0.500	120-239
0.382	120-233
LOW	120-213
0.618	120-180
1.000	120-160
1.618	120-128
2.618	120-075
4.250	119-309

Fisher Pivots for day following 19-Oct-2016
Pivot	1 day	3 day
R1	120-240	120-229
PP	120-239	120-217
S1	120-239	120-206

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols