ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 14-Dec-2016

Day Change Summary
	Previous	Current
	13-Dec-2016	14-Dec-2016	Change	Change %	Previous Week
Open	118-118	118-093	-0-025	-0.1%	118-198
High	118-135	118-127	-0-008	0.0%	118-233
Low	118-058	117-170	-0-207	-0.5%	118-053
Close	118-067	117-250	-0-137	-0.4%	118-090
Range	0-078	0-277	0-200	258.0%	0-180
ATR	0-117	0-129	0-011	9.8%	0-000
Volume	11,950	7,773	-4,177	-35.0%	133,000

Daily Pivots for day following 14-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-162	120-003	118-083
R3	119-204	119-046	118-006
R2	118-247	118-247	117-301
R1	118-088	118-088	117-275	118-029
PP	117-289	117-289	117-289	117-259
S1	117-131	117-131	117-225	117-071
S2	117-012	117-012	117-199
S3	116-054	116-173	117-174
S4	115-097	115-216	117-097

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	117-170	1-032	0.9%	0-134	0.4%	23%	False	True	14,304
10	118-233	117-170	1-062	1.0%	0-123	0.3%	21%	False	True	29,445
20	119-065	117-170	1-215	1.4%	0-124	0.3%	15%	False	True	623,219
40	121-215	117-170	4-045	3.5%	0-123	0.3%	6%	False	True	697,757
60	121-270	117-170	4-100	3.7%	0-110	0.3%	6%	False	True	649,948
80	121-270	117-170	4-100	3.7%	0-109	0.3%	6%	False	True	662,574
100	122-055	117-170	4-205	3.9%	0-109	0.3%	5%	False	True	533,749
120	122-162	117-170	4-312	4.2%	0-096	0.3%	5%	False	True	444,857

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	0-021
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	122-027
2.618	120-214
1.618	119-256
1.000	119-085
0.618	118-299
HIGH	118-127
0.618	118-021
0.500	117-309
0.382	117-276
LOW	117-170
0.618	116-319
1.000	116-213
1.618	116-041
2.618	115-084
4.250	113-271

Fisher Pivots for day following 14-Dec-2016
Pivot	1 day	3 day
R1	117-309	117-313
PP	117-289	117-292
S1	117-270	117-271

Download as Excel Spreadsheet

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

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