ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	119-027	119-002	-0-025	-0.1%	121-000
High	119-047	119-065	0-018	0.0%	121-215
Low	118-235	118-220	-0-015	0.0%	119-145
Close	119-002	118-270	-0-052	-0.1%	119-162
Range	0-132	0-165	0-033	24.5%	2-070
ATR	0-135	0-137	0-002	1.6%	0-000
Volume	977,376	988,228	10,852	1.1%	5,419,738

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-147	120-053	119-041
R3	119-302	119-208	118-315
R2	119-137	119-137	118-300
R1	119-043	119-043	118-285	119-008
PP	118-292	118-292	118-292	118-274
S1	118-198	118-198	118-255	118-163
S2	118-127	118-127	118-240
S3	117-282	118-033	118-225
S4	117-117	117-188	118-179

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-278	125-130	120-233
R3	124-208	123-060	120-038
R2	122-138	122-138	119-293
R1	120-310	120-310	119-228	120-189
PP	120-067	120-067	120-067	120-007
S1	118-240	118-240	119-097	118-119
S2	117-317	117-317	119-032
S3	115-247	116-170	118-287
S4	113-177	114-100	118-092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-253	118-220	1-033	0.9%	0-152	0.4%	14%	False	True	912,856
10	121-215	118-220	2-315	2.5%	0-182	0.5%	5%	False	True	1,037,208
20	121-215	118-220	2-315	2.5%	0-131	0.3%	5%	False	True	821,758
40	121-270	118-220	3-050	2.7%	0-105	0.3%	5%	False	True	681,483
60	121-270	118-220	3-050	2.7%	0-107	0.3%	5%	False	True	690,371
80	122-055	118-220	3-155	2.9%	0-106	0.3%	4%	False	True	535,898
100	122-162	118-220	3-262	3.2%	0-094	0.2%	4%	False	True	428,841
120	122-162	118-220	3-262	3.2%	0-078	0.2%	4%	False	True	357,367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-126
2.618	120-177
1.618	120-012
1.000	119-230
0.618	119-167
HIGH	119-065
0.618	119-002
0.500	118-302
0.382	118-283
LOW	118-220
0.618	118-118
1.000	118-055
1.618	117-273
2.618	117-108
4.250	116-159

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	118-302	119-005
PP	118-292	118-307
S1	118-281	118-288

Download as Excel Spreadsheet

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

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