ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 09-Nov-2016

Day Change Summary
	Previous	Current
	08-Nov-2016	09-Nov-2016	Change	Change %	Previous Week
Open	120-300	120-230	-0-070	-0.2%	120-245
High	120-315	121-215	0-220	0.6%	121-087
Low	120-198	119-287	-0-230	-0.6%	120-190
Close	120-227	120-007	-0-220	-0.6%	121-058
Range	0-118	1-248	1-130	383.0%	0-217
ATR	0-089	0-123	0-034	38.6%	0-000
Volume	702,730	2,385,290	1,682,560	239.4%	3,307,377

Daily Pivots for day following 09-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-273	124-228	121-000
R3	124-025	122-300	120-164
R2	122-098	122-098	120-112
R1	121-053	121-053	120-060	120-271
PP	120-170	120-170	120-170	120-119
S1	119-125	119-125	119-275	119-024
S2	118-242	118-242	119-223
S3	116-315	117-197	119-171
S4	115-067	115-270	119-015

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-017	122-255	121-177
R3	122-120	122-037	121-117
R2	121-222	121-222	121-097
R1	121-140	121-140	121-077	121-181
PP	121-005	121-005	121-005	121-026
S1	120-243	120-243	121-038	120-284
S2	120-108	120-108	121-018
S3	119-210	120-025	120-318
S4	118-313	119-128	120-258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-215	119-287	1-248	1.5%	0-186	0.5%	7%	True	True	958,700
10	121-215	119-287	1-248	1.5%	0-138	0.4%	7%	True	True	835,713
20	121-215	119-287	1-248	1.5%	0-103	0.3%	7%	True	True	673,427
40	121-270	119-287	1-303	1.6%	0-095	0.2%	6%	False	True	605,596
60	121-270	119-287	1-303	1.6%	0-099	0.3%	6%	False	True	609,593
80	122-055	119-287	2-088	1.9%	0-100	0.3%	5%	False	True	459,107
100	122-162	119-287	2-195	2.2%	0-084	0.2%	5%	False	True	367,316
120	122-162	119-278	2-205	2.2%	0-070	0.2%	6%	False	False	306,096

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	0-044
Widest range in 164 trading days

Fibonacci Retracements and Extensions
4.250	129-067
2.618	126-101
1.618	124-173
1.000	123-143
0.618	122-246
HIGH	121-215
0.618	120-318
0.500	120-251
0.382	120-184
LOW	119-287
0.618	118-257
1.000	118-040
1.618	117-009
2.618	115-082
4.250	112-116

Fisher Pivots for day following 09-Nov-2016
Pivot	1 day	3 day
R1	120-251	120-251
PP	120-170	120-170
S1	120-089	120-089

Download as Excel Spreadsheet

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

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