ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 16-Dec-2016

Day Change Summary
	Previous	Current
	15-Dec-2016	16-Dec-2016	Change	Change %	Previous Week
Open	117-198	117-147	-0-050	-0.1%	118-050
High	117-198	117-193	-0-005	0.0%	118-135
Low	117-065	117-100	0-035	0.1%	117-065
Close	117-135	117-142	0-007	0.0%	117-142
Range	0-133	0-093	-0-040	-30.2%	1-070
ATR	0-133	0-130	-0-003	-2.2%	0-000
Volume	9,772	3,724	-6,048	-61.9%	46,064

Daily Pivots for day following 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-103	118-055	117-193
R3	118-010	117-283	117-168
R2	117-238	117-238	117-159
R1	117-190	117-190	117-151	117-168
PP	117-145	117-145	117-145	117-134
S1	117-097	117-097	117-134	117-075
S2	117-052	117-052	117-126
S3	116-280	117-005	117-117
S4	116-187	116-232	117-092

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-111	120-197	118-037
R3	120-041	119-127	117-250
R2	118-291	118-291	117-214
R1	118-057	118-057	117-178	117-299
PP	117-221	117-221	117-221	117-182
S1	116-307	116-307	117-107	116-229
S2	116-151	116-151	117-071
S3	115-081	115-237	117-035
S4	114-011	114-167	116-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-135	117-065	1-070	1.0%	0-137	0.4%	20%	False	False	9,212
10	118-233	117-065	1-168	1.3%	0-119	0.3%	16%	False	False	17,906
20	118-290	117-065	1-225	1.5%	0-120	0.3%	14%	False	False	525,613
40	121-215	117-065	4-150	3.8%	0-126	0.3%	5%	False	False	673,686
60	121-270	117-065	4-205	4.0%	0-110	0.3%	5%	False	False	629,526
80	121-270	117-065	4-205	4.0%	0-110	0.3%	5%	False	False	649,181
100	122-055	117-065	4-310	4.2%	0-109	0.3%	5%	False	False	533,841
120	122-162	117-065	5-098	4.5%	0-098	0.3%	5%	False	False	444,970

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-266
2.618	118-115
1.618	118-022
1.000	117-285
0.618	117-250
HIGH	117-193
0.618	117-157
0.500	117-146
0.382	117-135
LOW	117-100
0.618	117-043
1.000	117-007
1.618	116-270
2.618	116-178
4.250	116-027

Fisher Pivots for day following 16-Dec-2016
Pivot	1 day	3 day
R1	117-146	117-256
PP	117-145	117-218
S1	117-144	117-180

Download as Excel Spreadsheet

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

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