ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 01-Dec-2016

Day Change Summary
	Previous	Current
	30-Nov-2016	01-Dec-2016	Change	Change %	Previous Week
Open	118-195	118-095	-0-100	-0.3%	118-150
High	118-202	118-105	-0-098	-0.3%	118-253
Low	118-065	117-295	-0-090	-0.2%	117-313
Close	118-115	118-035	-0-080	-0.2%	118-098
Range	0-138	0-130	-0-008	-5.5%	0-260
ATR	0-130	0-130	0-001	0.6%	0-000
Volume	301,238	70,181	-231,057	-76.7%	6,004,531

Daily Pivots for day following 01-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-108	119-042	118-106
R3	118-298	118-232	118-071
R2	118-168	118-168	118-059
R1	118-102	118-102	118-047	118-070
PP	118-038	118-038	118-038	118-023
S1	117-292	117-292	118-023	117-260
S2	117-228	117-228	118-011
S3	117-098	117-162	117-319
S4	116-288	117-032	117-284

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	118-205	117-295	0-230	0.6%	0-111	0.3%	26%	False	True	819,895
10	119-065	117-295	1-090	1.1%	0-125	0.3%	15%	False	True	1,126,274
20	121-215	117-295	3-240	3.2%	0-150	0.4%	5%	False	True	1,061,026
40	121-215	117-295	3-240	3.2%	0-113	0.3%	5%	False	True	812,060
60	121-270	117-295	3-295	3.3%	0-108	0.3%	5%	False	True	729,165
80	121-300	117-295	4-005	3.4%	0-108	0.3%	5%	False	True	663,701
100	122-055	117-295	4-080	3.6%	0-104	0.3%	4%	False	True	531,586
120	122-162	117-295	4-187	3.9%	0-087	0.2%	4%	False	True	442,988

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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-017
2.618	119-125
1.618	118-315
1.000	118-235
0.618	118-185
HIGH	118-105
0.618	118-055
0.500	118-040
0.382	118-025
LOW	117-295
0.618	117-215
1.000	117-165
1.618	117-085
2.618	116-275
4.250	116-063

Fisher Pivots for day following 01-Dec-2016
Pivot	1 day	3 day
R1	118-040	118-090
PP	118-038	118-072
S1	118-037	118-053

Download as Excel Spreadsheet

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

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