ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	120-140	120-110	-0-030	-0.1%	120-198
High	120-158	120-198	0-040	0.1%	120-255
Low	120-127	120-082	-0-045	-0.1%	120-045
Close	120-142	120-187	0-045	0.1%	120-122
Range	0-030	0-115	0-085	283.2%	0-210
ATR	0-059	0-063	0-004	6.7%	0-000
Volume	2,976	4,598	1,622	54.5%	30,026

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-181	121-139	120-251
R3	121-066	121-024	120-219
R2	120-271	120-271	120-209
R1	120-229	120-229	120-198	120-250
PP	120-156	120-156	120-156	120-166
S1	120-114	120-114	120-177	120-135
S2	120-041	120-041	120-166
S3	119-246	119-319	120-156
S4	119-131	119-204	120-124

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	120-213	120-045	0-168	0.4%	0-079	0.2%	85%	False	False	6,347
10	120-265	120-045	0-220	0.6%	0-067	0.2%	65%	False	False	4,491
20	120-280	120-045	0-235	0.6%	0-067	0.2%	61%	False	False	2,404
40	121-135	120-045	1-090	1.1%	0-034	0.1%	35%	False	False	1,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	122-046
2.618	121-179
1.618	121-064
1.000	120-313
0.618	120-269
HIGH	120-198
0.618	120-154
0.500	120-140
0.382	120-126
LOW	120-082
0.618	120-011
1.000	119-287
1.618	119-216
2.618	119-101
4.250	118-234

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	120-172	120-165
PP	120-156	120-143
S1	120-140	120-121

Download as Excel Spreadsheet

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

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