ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	120-158	120-150	-0-007	0.0%	120-207
High	120-213	120-153	-0-060	-0.2%	120-265
Low	120-150	120-060	-0-090	-0.2%	120-147
Close	120-160	120-093	-0-067	-0.2%	120-235
Range	0-062	0-093	0-030	48.0%	0-118
ATR	0-056	0-059	0-003	5.7%	0-000
Volume	1,622	20,025	18,403	1,134.6%	9,008

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-059	121-008	120-143
R3	120-287	120-236	120-118
R2	120-194	120-194	120-109
R1	120-143	120-143	120-101	120-123
PP	120-102	120-102	120-102	120-091
S1	120-051	120-051	120-084	120-030
S2	120-009	120-009	120-076
S3	119-237	119-278	120-067
S4	119-144	119-186	120-042

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-248	121-199	120-300
R3	121-131	121-082	120-267
R2	121-013	121-013	120-257
R1	120-284	120-284	120-246	120-309
PP	120-216	120-216	120-216	120-228
S1	120-167	120-167	120-224	120-191
S2	120-098	120-098	120-213
S3	119-301	120-049	120-203
S4	119-183	119-252	120-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-255	120-060	0-195	0.5%	0-064	0.2%	17%	False	True	5,898
10	120-265	120-060	0-205	0.5%	0-063	0.2%	16%	False	True	3,670
20	121-067	120-060	1-007	0.9%	0-055	0.1%	10%	False	True	1,919
40	121-135	120-060	1-075	1.0%	0-028	0.1%	8%	False	True	959

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	121-226
2.618	121-075
1.618	120-302
1.000	120-245
0.618	120-210
HIGH	120-153
0.618	120-117
0.500	120-106
0.382	120-095
LOW	120-060
0.618	120-003
1.000	119-287
1.618	119-230
2.618	119-138
4.250	118-307

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	120-106	120-141
PP	120-102	120-125
S1	120-097	120-109

Download as Excel Spreadsheet

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

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