ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 12-Dec-2016

Day Change Summary
	Previous	Current
	09-Dec-2016	12-Dec-2016	Change	Change %	Previous Week
Open	118-118	118-050	-0-067	-0.2%	118-198
High	118-180	118-122	-0-058	-0.2%	118-233
Low	118-070	118-015	-0-055	-0.1%	118-053
Close	118-090	118-105	0-015	0.0%	118-090
Range	0-110	0-107	-0-002	-2.3%	0-180
ATR	0-121	0-120	-0-001	-0.8%	0-000
Volume	21,222	12,845	-8,377	-39.5%	133,000

Daily Pivots for day following 12-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-083	119-042	118-164
R3	118-296	118-254	118-135
R2	118-188	118-188	118-125
R1	118-147	118-147	118-115	118-167
PP	118-081	118-081	118-081	118-091
S1	118-039	118-039	118-095	118-060
S2	117-293	117-293	118-085
S3	117-186	117-252	118-075
S4	117-078	117-144	118-046

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	118-202	118-015	0-187	0.5%	0-087	0.2%	48%	False	True	20,057
10	118-233	117-295	0-258	0.7%	0-110	0.3%	50%	False	False	159,797
20	119-167	117-295	1-192	1.4%	0-124	0.3%	25%	False	False	738,790
40	121-215	117-295	3-240	3.2%	0-118	0.3%	11%	False	False	722,663
60	121-270	117-295	3-295	3.3%	0-106	0.3%	10%	False	False	660,954
80	121-270	117-295	3-295	3.3%	0-107	0.3%	10%	False	False	664,096
100	122-055	117-295	4-080	3.6%	0-107	0.3%	10%	False	False	533,588
120	122-162	117-295	4-187	3.9%	0-093	0.2%	9%	False	False	444,693

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	True
Bull Hook	False
Stretch	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-259
2.618	119-084
1.618	118-296
1.000	118-230
0.618	118-189
HIGH	118-122
0.618	118-081
0.500	118-069
0.382	118-056
LOW	118-015
0.618	117-269
1.000	117-228
1.618	117-161
2.618	117-054
4.250	116-198

Fisher Pivots for day following 12-Dec-2016
Pivot	1 day	3 day
R1	118-093	118-109
PP	118-081	118-107
S1	118-069	118-106

Download as Excel Spreadsheet

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

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