ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 28-Oct-2016

Day Change Summary
	Previous	Current
	27-Oct-2016	28-Oct-2016	Change	Change %	Previous Week
Open	120-150	120-093	-0-058	-0.1%	120-198
High	120-153	120-140	-0-013	0.0%	120-255
Low	120-060	120-045	-0-015	0.0%	120-045
Close	120-093	120-122	0-030	0.1%	120-122
Range	0-093	0-095	0-002	2.7%	0-210
ATR	0-059	0-061	0-003	4.4%	0-000
Volume	20,025	2,518	-17,507	-87.4%	30,026

Daily Pivots for day following 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-068	121-030	120-175
R3	120-293	120-255	120-149
R2	120-198	120-198	120-140
R1	120-160	120-160	120-131	120-179
PP	120-102	120-102	120-102	120-112
S1	120-065	120-065	120-114	120-084
S2	120-007	120-007	120-105
S3	119-232	119-290	120-096
S4	119-137	119-195	120-070

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-131	122-017	120-238
R3	121-241	121-127	120-180
R2	121-031	121-031	120-161
R1	120-237	120-237	120-142	120-189
PP	120-141	120-141	120-141	120-117
S1	120-027	120-027	120-103	119-299
S2	119-251	119-251	120-084
S3	119-041	119-137	120-065
S4	118-151	118-247	120-007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-255	120-045	0-210	0.5%	0-076	0.2%	37%	False	True	6,005
10	120-265	120-045	0-220	0.6%	0-065	0.2%	35%	False	True	3,903
20	121-013	120-045	0-288	0.7%	0-060	0.2%	27%	False	True	2,044
40	121-135	120-045	1-090	1.1%	0-030	0.1%	19%	False	True	1,022

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	0-012
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	121-224
2.618	121-069
1.618	120-294
1.000	120-235
0.618	120-199
HIGH	120-140
0.618	120-104
0.500	120-092
0.382	120-081
LOW	120-045
0.618	119-306
1.000	119-270
1.618	119-211
2.618	119-116
4.250	118-281

Fisher Pivots for day following 28-Oct-2016
Pivot	1 day	3 day
R1	120-112	120-129
PP	120-102	120-127
S1	120-092	120-125

Download as Excel Spreadsheet

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

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