ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 30-Nov-2016

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	118-182	118-195	0-013	0.0%	118-150
High	118-205	118-202	-0-002	0.0%	118-253
Low	118-115	118-065	-0-050	-0.1%	117-313
Close	118-198	118-115	-0-082	-0.2%	118-098
Range	0-090	0-138	0-048	52.8%	0-260
ATR	0-129	0-130	0-001	0.5%	0-000
Volume	1,022,011	301,238	-720,773	-70.5%	6,004,531

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-220	119-145	118-191
R3	119-083	119-008	118-153
R2	118-265	118-265	118-140
R1	118-190	118-190	118-128	118-159
PP	118-127	118-127	118-127	118-112
S1	118-053	118-053	118-102	118-021
S2	117-310	117-310	118-090
S3	117-172	117-235	118-077
S4	117-035	117-097	118-039

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	118-233	117-313	0-240	0.6%	0-124	0.3%	51%	False	False	1,258,549
10	119-065	117-313	1-072	1.0%	0-125	0.3%	31%	False	False	1,216,993
20	121-215	117-313	3-222	3.1%	0-149	0.4%	10%	False	False	1,094,218
40	121-215	117-313	3-222	3.1%	0-112	0.3%	10%	False	False	824,000
60	121-270	117-313	3-278	3.3%	0-107	0.3%	10%	False	False	734,399
80	121-300	117-313	3-307	3.3%	0-107	0.3%	10%	False	False	662,987
100	122-055	117-313	4-062	3.5%	0-103	0.3%	9%	False	False	530,884
120	122-162	117-313	4-170	3.8%	0-086	0.2%	8%	False	False	442,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-147
2.618	119-242
1.618	119-105
1.000	119-020
0.618	118-287
HIGH	118-202
0.618	118-150
0.500	118-134
0.382	118-118
LOW	118-065
0.618	117-300
1.000	117-247
1.618	117-163
2.618	117-025
4.250	116-121

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	118-134	118-135
PP	118-127	118-128
S1	118-121	118-122

Download as Excel Spreadsheet

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

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