ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 05-Oct-2015

Day Change Summary
	Previous	Current
	02-Oct-2015	05-Oct-2015	Change	Change %	Previous Week
Open	120-213	120-073	-0-140	-0.4%	119-185
High	120-245	120-145	-0-100	-0.3%	120-245
Low	120-142	120-073	-0-070	-0.2%	119-185
Close	120-142	120-073	-0-070	-0.2%	120-142
Range	0-102	0-072	-0-030	-29.3%	1-060
ATR	0-082	0-082	-0-001	-0.9%	0-000
Volume	2	0	-2	-100.0%	3

Daily Pivots for day following 05-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-314	120-266	120-112
R3	120-242	120-193	120-092
R2	120-169	120-169	120-086
R1	120-121	120-121	120-079	120-109
PP	120-097	120-097	120-097	120-091
S1	120-048	120-048	120-066	120-036
S2	120-024	120-024	120-059
S3	119-272	119-296	120-053
S4	119-199	119-223	120-033

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-264	123-103	121-031
R3	122-204	122-043	120-247
R2	121-144	121-144	120-212
R1	120-303	120-303	120-177	121-064
PP	120-084	120-084	120-084	120-124
S1	119-243	119-243	120-108	120-004
S2	119-024	119-024	120-073
S3	117-284	118-183	120-038
S4	116-224	117-123	119-253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-245	119-305	0-260	0.7%	0-046	0.1%	34%	False	False
10	120-245	119-122	1-122	1.2%	0-032	0.1%	61%	False	False
20	120-245	118-158	2-087	1.9%	0-016	0.0%	76%	False	False
40	120-245	118-060	2-185	2.1%	0-008	0.0%	79%	False	False
60	120-245	118-018	2-227	2.3%	0-005	0.0%	80%	False	False
80	120-245	118-007	2-238	2.3%	0-004	0.0%	80%	False	False

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	0-003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-133
2.618	121-015
1.618	120-262
1.000	120-217
0.618	120-190
HIGH	120-145
0.618	120-117
0.500	120-109
0.382	120-100
LOW	120-073
0.618	120-028
1.000	120-000
1.618	119-275
2.618	119-203
4.250	119-084

Fisher Pivots for day following 05-Oct-2015
Pivot	1 day	3 day
R1	120-109	120-115
PP	120-097	120-101
S1	120-085	120-087

Download as Excel Spreadsheet

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

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