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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |