ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 07-Dec-2016

Day Change Summary
	Previous	Current
	06-Dec-2016	07-Dec-2016	Change	Change %	Previous Week
Open	118-130	118-130	0-000	0.0%	118-125
High	118-145	118-202	0-058	0.2%	118-205
Low	118-107	118-122	0-015	0.0%	117-295
Close	118-125	118-193	0-068	0.2%	118-145
Range	0-038	0-080	0-042	113.3%	0-230
ATR	0-127	0-124	-0-003	-2.6%	0-000
Volume	37,428	11,061	-26,367	-70.4%	3,081,432

Daily Pivots for day following 07-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-093	119-063	118-237
R3	119-013	118-303	118-215
R2	118-253	118-253	118-207
R1	118-223	118-223	118-200	118-238
PP	118-173	118-173	118-173	118-180
S1	118-143	118-143	118-185	118-158
S2	118-093	118-093	118-178
S3	118-013	118-063	118-171
S4	117-253	117-303	118-149

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%	0-111	0.3%	84%	False	False	44,585
10	118-233	117-295	0-258	0.7%	0-118	0.3%	84%	False	False	651,567
20	121-215	117-295	3-240	3.2%	0-153	0.4%	18%	False	False	948,253
40	121-215	117-295	3-240	3.2%	0-116	0.3%	18%	False	False	765,516
60	121-270	117-295	3-295	3.3%	0-107	0.3%	17%	False	False	689,242
80	121-270	117-295	3-295	3.3%	0-108	0.3%	17%	False	False	664,859
100	122-055	117-295	4-080	3.6%	0-106	0.3%	16%	False	False	533,089
120	122-162	117-295	4-187	3.9%	0-091	0.2%	15%	False	False	444,261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-222
2.618	119-092
1.618	119-012
1.000	118-282
0.618	118-252
HIGH	118-202
0.618	118-172
0.500	118-162
0.382	118-153
LOW	118-122
0.618	118-073
1.000	118-042
1.618	117-313
2.618	117-233
4.250	117-102

Fisher Pivots for day following 07-Dec-2016
Pivot	1 day	3 day
R1	118-183	118-176
PP	118-173	118-159
S1	118-162	118-143

Download as Excel Spreadsheet

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

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