ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	118-050	118-118	0-067	0.2%	118-198
High	118-122	118-135	0-013	0.0%	118-233
Low	118-015	118-058	0-042	0.1%	118-053
Close	118-105	118-067	-0-038	-0.1%	118-090
Range	0-107	0-078	-0-030	-27.9%	0-180
ATR	0-120	0-117	-0-003	-2.5%	0-000
Volume	12,845	11,950	-895	-7.0%	133,000

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-319	118-271	118-110
R3	118-242	118-193	118-089
R2	118-164	118-164	118-082
R1	118-116	118-116	118-075	118-101
PP	118-087	118-087	118-087	118-079
S1	118-038	118-038	118-060	118-024
S2	118-009	118-009	118-053
S3	117-252	117-281	118-046
S4	117-174	117-203	118-025

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%	0-095	0.3%	28%	False	False	14,962
10	118-233	117-295	0-258	0.7%	0-109	0.3%	36%	False	False	58,791
20	119-110	117-295	1-135	1.2%	0-117	0.3%	20%	False	False	674,647
40	121-215	117-295	3-240	3.2%	0-118	0.3%	8%	False	False	711,522
60	121-270	117-295	3-295	3.3%	0-107	0.3%	7%	False	False	656,552
80	121-270	117-295	3-295	3.3%	0-107	0.3%	7%	False	False	663,569
100	122-055	117-295	4-080	3.6%	0-107	0.3%	7%	False	False	533,680
120	122-162	117-295	4-187	3.9%	0-094	0.2%	6%	False	False	444,792

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-144
2.618	119-018
1.618	118-260
1.000	118-213
0.618	118-183
HIGH	118-135
0.618	118-105
0.500	118-096
0.382	118-087
LOW	118-058
0.618	118-010
1.000	117-300
1.618	117-252
2.618	117-175
4.250	117-048

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	118-096	118-098
PP	118-087	118-087
S1	118-077	118-077

Download as Excel Spreadsheet

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

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