ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 28-Nov-2016

Day Change Summary
	Previous	Current
	25-Nov-2016	28-Nov-2016	Change	Change %	Previous Week
Open	118-107	118-125	0-018	0.0%	118-150
High	118-115	118-187	0-072	0.2%	118-253
Low	117-313	118-113	0-120	0.3%	117-313
Close	118-098	118-165	0-067	0.2%	118-098
Range	0-122	0-075	-0-048	-38.8%	0-260
ATR	0-135	0-132	-0-003	-2.4%	0-000
Volume	1,076,744	1,629,301	552,557	51.3%	6,004,531

Daily Pivots for day following 28-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-060	119-027	118-206
R3	118-305	118-272	118-186
R2	118-230	118-230	118-179
R1	118-197	118-197	118-172	118-214
PP	118-155	118-155	118-155	118-163
S1	118-123	118-123	118-158	118-139
S2	118-080	118-080	118-151
S3	118-005	118-048	118-144
S4	117-250	117-293	118-124

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	118-253	117-313	0-260	0.7%	0-117	0.3%	66%	False	False	1,526,766
10	119-167	117-313	1-175	1.3%	0-138	0.4%	35%	False	False	1,317,783
20	121-215	117-313	3-222	3.1%	0-145	0.4%	15%	False	False	1,095,247
40	121-215	117-313	3-222	3.1%	0-111	0.3%	15%	False	False	819,115
60	121-270	117-313	3-278	3.3%	0-108	0.3%	14%	False	False	734,833
80	122-040	117-313	4-047	3.5%	0-108	0.3%	13%	False	False	646,699
100	122-162	117-313	4-170	3.8%	0-101	0.3%	12%	False	False	517,652
120	122-162	117-313	4-170	3.8%	0-084	0.2%	12%	False	False	431,376

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	0-028
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	119-186
2.618	119-064
1.618	118-309
1.000	118-262
0.618	118-234
HIGH	118-187
0.618	118-159
0.500	118-150
0.382	118-141
LOW	118-113
0.618	118-066
1.000	118-038
1.618	117-311
2.618	117-236
4.250	117-114

Fisher Pivots for day following 28-Nov-2016
Pivot	1 day	3 day
R1	118-160	118-147
PP	118-155	118-130
S1	118-150	118-113

Download as Excel Spreadsheet

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

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