ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 09-Dec-2016

Day Change Summary
	Previous	Current
	08-Dec-2016	09-Dec-2016	Change	Change %	Previous Week
Open	118-198	118-118	-0-080	-0.2%	118-198
High	118-202	118-180	-0-022	-0.1%	118-233
Low	118-102	118-070	-0-032	-0.1%	118-053
Close	118-175	118-090	-0-085	-0.2%	118-090
Range	0-100	0-110	0-010	10.0%	0-180
ATR	0-122	0-121	-0-001	-0.7%	0-000
Volume	17,733	21,222	3,489	19.7%	133,000

Daily Pivots for day following 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-123	119-057	118-151
R3	119-013	118-267	118-120
R2	118-223	118-223	118-110
R1	118-157	118-157	118-100	118-135
PP	118-113	118-113	118-113	118-103
S1	118-047	118-047	118-080	118-025
S2	118-003	118-003	118-070
S3	117-213	117-257	118-060
S4	117-103	117-147	118-030

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-025	119-238	118-189
R3	119-165	119-058	118-140
R2	118-305	118-305	118-123
R1	118-198	118-198	118-107	118-161
PP	118-125	118-125	118-125	118-107
S1	118-018	118-018	118-074	117-301
S2	117-265	117-265	118-057
S3	117-085	117-158	118-041
S4	116-225	116-298	117-311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-233	118-053	0-180	0.5%	0-101	0.3%	21%	False	False	26,600
10	118-233	117-295	0-258	0.7%	0-107	0.3%	45%	False	False	321,443
20	119-253	117-295	1-278	1.6%	0-124	0.3%	19%	False	False	751,524
40	121-215	117-295	3-240	3.2%	0-118	0.3%	10%	False	False	737,996
60	121-270	117-295	3-295	3.3%	0-106	0.3%	9%	False	False	668,845
80	121-270	117-295	3-295	3.3%	0-107	0.3%	9%	False	False	664,310
100	122-055	117-295	4-080	3.6%	0-107	0.3%	8%	False	False	533,469
120	122-162	117-295	4-187	3.9%	0-092	0.2%	8%	False	False	444,586

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-007
2.618	119-148
1.618	119-038
1.000	118-290
0.618	118-248
HIGH	118-180
0.618	118-138
0.500	118-125
0.382	118-112
LOW	118-070
0.618	118-002
1.000	117-280
1.618	117-212
2.618	117-102
4.250	116-243

Fisher Pivots for day following 09-Dec-2016
Pivot	1 day	3 day
R1	118-125	118-136
PP	118-113	118-121
S1	118-102	118-105

Download as Excel Spreadsheet

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

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