ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 21-Nov-2016

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	118-222	118-150	-0-072	-0.2%	119-167
High	118-290	118-233	-0-058	-0.2%	119-167
Low	118-147	118-135	-0-012	0.0%	118-147
Close	118-185	118-170	-0-015	0.0%	118-185
Range	0-143	0-098	-0-045	-31.6%	1-020
ATR	0-137	0-135	-0-003	-2.1%	0-000
Volume	1,247,251	1,150,472	-96,779	-7.8%	5,544,005

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-152	119-098	118-224
R3	119-054	119-001	118-197
R2	118-277	118-277	118-188
R1	118-223	118-223	118-179	118-250
PP	118-179	118-179	118-179	118-193
S1	118-126	118-126	118-161	118-153
S2	118-082	118-082	118-152
S3	117-304	118-028	118-143
S4	117-207	117-251	118-116

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-013	121-119	119-052
R3	120-313	120-099	118-278
R2	119-293	119-293	118-247
R1	119-079	119-079	118-216	119-016
PP	118-273	118-273	118-273	118-242
S1	118-059	118-059	118-154	117-316
S2	117-253	117-253	118-123
S3	116-233	117-039	118-091
S4	115-213	116-019	117-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-110	118-135	0-295	0.8%	0-134	0.4%	12%	False	True	1,079,933
10	121-215	118-135	3-080	2.7%	0-191	0.5%	3%	False	True	1,163,826
20	121-215	118-135	3-080	2.7%	0-137	0.4%	3%	False	True	902,313
40	121-270	118-135	3-135	2.9%	0-108	0.3%	3%	False	True	721,897
60	121-270	118-135	3-135	2.9%	0-107	0.3%	3%	False	True	680,579
80	122-055	118-135	3-240	3.2%	0-106	0.3%	3%	False	True	565,836
100	122-162	118-135	4-027	3.4%	0-096	0.3%	3%	False	True	452,818
120	122-162	118-135	4-027	3.4%	0-080	0.2%	3%	False	True	377,348

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-061
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	120-007
2.618	119-168
1.618	119-070
1.000	119-010
0.618	118-293
HIGH	118-233
0.618	118-195
0.500	118-184
0.382	118-172
LOW	118-135
0.618	118-075
1.000	118-038
1.618	117-297
2.618	117-200
4.250	117-041

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	118-184	118-260
PP	118-179	118-230
S1	118-175	118-200

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

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