ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	120-093	120-140	0-047	0.1%	120-198
High	120-140	120-158	0-018	0.0%	120-255
Low	120-045	120-127	0-082	0.2%	120-045
Close	120-122	120-142	0-020	0.1%	120-122
Range	0-095	0-030	-0-065	-68.4%	0-210
ATR	0-061	0-059	-0-002	-3.1%	0-000
Volume	2,518	2,976	458	18.2%	30,026

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-233	120-218	120-159
R3	120-203	120-188	120-151
R2	120-173	120-173	120-148
R1	120-158	120-158	120-145	120-165
PP	120-142	120-142	120-142	120-146
S1	120-127	120-127	120-140	120-135
S2	120-112	120-112	120-137
S3	120-082	120-097	120-134
S4	120-052	120-067	120-126

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	120-222	120-045	0-178	0.5%	0-068	0.2%	55%	False	False	6,305
10	120-265	120-045	0-220	0.6%	0-061	0.2%	44%	False	False	4,140
20	120-280	120-045	0-235	0.6%	0-062	0.2%	41%	False	False	2,193
40	121-135	120-045	1-090	1.1%	0-031	0.1%	24%	False	False	1,096

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-012
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	120-285
2.618	120-236
1.618	120-206
1.000	120-188
0.618	120-176
HIGH	120-158
0.618	120-146
0.500	120-142
0.382	120-139
LOW	120-127
0.618	120-109
1.000	120-097
1.618	120-079
2.618	120-049
4.250	120-000

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	120-142	120-129
PP	120-142	120-115
S1	120-142	120-101

Download as Excel Spreadsheet

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

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