ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 25-Nov-2016

Day Change Summary
	Previous	Current
	23-Nov-2016	25-Nov-2016	Change	Change %	Previous Week
Open	118-205	118-107	-0-098	-0.3%	118-150
High	118-233	118-115	-0-118	-0.3%	118-253
Low	118-038	117-313	-0-045	-0.1%	117-313
Close	118-110	118-098	-0-013	0.0%	118-098
Range	0-195	0-122	-0-073	-37.2%	0-260
ATR	0-136	0-135	-0-001	-0.7%	0-000
Volume	2,263,453	1,076,744	-1,186,709	-52.4%	6,004,531

Daily Pivots for day following 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-116	119-069	118-165
R3	118-313	118-267	118-131
R2	118-191	118-191	118-120
R1	118-144	118-144	118-109	118-106
PP	118-068	118-068	118-068	118-049
S1	118-022	118-022	118-086	117-304
S2	117-266	117-266	118-075
S3	117-143	117-219	118-064
S4	117-021	117-097	118-030

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-254	120-116	118-241
R3	119-314	119-176	118-169
R2	119-054	119-054	118-145
R1	118-236	118-236	118-121	118-175
PP	118-114	118-114	118-114	118-084
S1	117-296	117-296	118-074	117-235
S2	117-174	117-174	118-050
S3	116-234	117-036	118-026
S4	115-294	116-096	117-275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-290	117-313	0-298	0.8%	0-131	0.3%	35%	False	True	1,450,356
10	119-253	117-313	1-260	1.5%	0-141	0.4%	18%	False	True	1,181,606
20	121-215	117-313	3-222	3.1%	0-147	0.4%	9%	False	True	1,048,353
40	121-270	117-313	3-278	3.3%	0-112	0.3%	8%	False	True	798,536
60	121-270	117-313	3-278	3.3%	0-109	0.3%	8%	False	True	718,741
80	122-055	117-313	4-062	3.5%	0-108	0.3%	8%	False	True	626,367
100	122-162	117-313	4-170	3.8%	0-100	0.3%	7%	False	True	501,359
120	122-162	117-313	4-170	3.8%	0-083	0.2%	7%	False	True	417,799

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-316
2.618	119-116
1.618	118-313
1.000	118-238
0.618	118-191
HIGH	118-115
0.618	118-068
0.500	118-054
0.382	118-039
LOW	117-313
0.618	117-237
1.000	117-190
1.618	117-114
2.618	116-312
4.250	116-112

Fisher Pivots for day following 25-Nov-2016
Pivot	1 day	3 day
R1	118-083	118-123
PP	118-068	118-114
S1	118-054	118-106

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

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