ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 03-Nov-2016

Day Change Summary
	Previous	Current
	02-Nov-2016	03-Nov-2016	Change	Change %	Previous Week
Open	120-178	120-265	0-087	0.2%	120-198
High	120-270	120-295	0-025	0.1%	120-255
Low	120-175	120-198	0-022	0.1%	120-045
Close	120-227	120-230	0-003	0.0%	120-122
Range	0-095	0-098	0-002	2.6%	0-210
ATR	0-066	0-068	0-002	3.5%	0-000
Volume	9,455	28,581	19,126	202.3%	30,026

Daily Pivots for day following 03-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-213	121-159	120-284
R3	121-116	121-062	120-257
R2	121-018	121-018	120-248
R1	120-284	120-284	120-239	120-263
PP	120-241	120-241	120-241	120-230
S1	120-187	120-187	120-221	120-165
S2	120-143	120-143	120-212
S3	120-046	120-089	120-203
S4	119-268	119-312	120-176

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	120-295	120-045	0-250	0.6%	0-087	0.2%	74%	True	False	9,625
10	120-295	120-045	0-250	0.6%	0-075	0.2%	74%	True	False	7,762
20	120-295	120-045	0-250	0.6%	0-068	0.2%	74%	True	False	4,296
40	121-135	120-045	1-090	1.1%	0-038	0.1%	45%	False	False	2,162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-069
2.618	121-230
1.618	121-133
1.000	121-073
0.618	121-035
HIGH	120-295
0.618	120-258
0.500	120-246
0.382	120-235
LOW	120-198
0.618	120-137
1.000	120-100
1.618	120-040
2.618	119-262
4.250	119-103

Fisher Pivots for day following 03-Nov-2016
Pivot	1 day	3 day
R1	120-246	120-216
PP	120-241	120-203
S1	120-235	120-189

Download as Excel Spreadsheet

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

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