ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	120-110	120-178	0-067	0.2%	120-198
High	120-198	120-270	0-073	0.2%	120-255
Low	120-082	120-175	0-093	0.2%	120-045
Close	120-187	120-227	0-040	0.1%	120-122
Range	0-115	0-095	-0-020	-17.4%	0-210
ATR	0-063	0-066	0-002	3.6%	0-000
Volume	4,598	9,455	4,857	105.6%	30,026

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-189	121-143	120-280
R3	121-094	121-048	120-254
R2	120-319	120-319	120-245
R1	120-273	120-273	120-236	120-296
PP	120-224	120-224	120-224	120-236
S1	120-178	120-178	120-219	120-201
S2	120-129	120-129	120-210
S3	120-034	120-083	120-201
S4	119-259	119-308	120-175

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	120-270	120-045	0-225	0.6%	0-086	0.2%	81%	True	False	7,914
10	120-270	120-045	0-225	0.6%	0-071	0.2%	81%	True	False	5,377
20	120-270	120-045	0-225	0.6%	0-067	0.2%	81%	True	False	2,872
40	121-135	120-045	1-090	1.1%	0-036	0.1%	45%	False	False	1,448

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-034
2.618	121-199
1.618	121-104
1.000	121-045
0.618	121-009
HIGH	120-270
0.618	120-234
0.500	120-223
0.382	120-211
LOW	120-175
0.618	120-116
1.000	120-080
1.618	120-021
2.618	119-246
4.250	119-091

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	120-226	120-210
PP	120-224	120-193
S1	120-223	120-176

Download as Excel Spreadsheet

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

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