ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 05-Dec-2016

Day Change Summary
	Previous	Current
	02-Dec-2016	05-Dec-2016	Change	Change %	Previous Week
Open	118-035	118-198	0-162	0.4%	118-125
High	118-162	118-233	0-070	0.2%	118-205
Low	118-033	118-053	0-020	0.1%	117-295
Close	118-145	118-118	-0-027	-0.1%	118-145
Range	0-130	0-180	0-050	38.5%	0-230
ATR	0-130	0-134	0-004	2.7%	0-000
Volume	58,701	45,556	-13,145	-22.4%	3,081,432

Daily Pivots for day following 05-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-034	119-256	118-217
R3	119-174	119-076	118-167
R2	118-314	118-314	118-151
R1	118-216	118-216	118-134	118-175
PP	118-134	118-134	118-134	118-114
S1	118-036	118-036	118-101	117-315
S2	117-274	117-274	118-085
S3	117-094	117-176	118-068
S4	116-234	116-316	118-019

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-158	120-062	118-271
R3	119-248	119-152	118-208
R2	119-018	119-018	118-187
R1	118-242	118-242	118-166	118-290
PP	118-108	118-108	118-108	118-132
S1	118-012	118-012	118-124	118-060
S2	117-198	117-198	118-103
S3	116-288	117-102	118-082
S4	116-058	116-192	118-019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-233	117-295	0-258	0.7%	0-133	0.4%	55%	True	False	299,537
10	118-253	117-295	0-278	0.7%	0-125	0.3%	51%	False	False	913,151
20	121-215	117-295	3-240	3.2%	0-156	0.4%	12%	False	False	1,004,763
40	121-215	117-295	3-240	3.2%	0-117	0.3%	12%	False	False	780,941
60	121-270	117-295	3-295	3.3%	0-109	0.3%	11%	False	False	709,304
80	121-300	117-295	4-005	3.4%	0-109	0.3%	11%	False	False	664,871
100	122-055	117-295	4-080	3.6%	0-106	0.3%	10%	False	False	532,612
120	122-162	117-295	4-187	3.9%	0-090	0.2%	10%	False	False	443,857

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-038
2.618	120-064
1.618	119-204
1.000	119-093
0.618	119-024
HIGH	118-233
0.618	118-164
0.500	118-143
0.382	118-121
LOW	118-053
0.618	117-261
1.000	117-193
1.618	117-081
2.618	116-221
4.250	115-248

Fisher Pivots for day following 05-Dec-2016
Pivot	1 day	3 day
R1	118-143	118-113
PP	118-134	118-108
S1	118-126	118-104

Download as Excel Spreadsheet

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

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