ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	117-147	117-145	-0-002	0.0%	118-050
High	117-193	117-238	0-045	0.1%	118-135
Low	117-100	117-145	0-045	0.1%	117-065
Close	117-142	117-213	0-070	0.2%	117-142
Range	0-093	0-093	0-000	0.0%	1-070
ATR	0-130	0-127	-0-002	-1.9%	0-000
Volume	3,724	2,402	-1,322	-35.5%	46,064

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-156	118-117	117-263
R3	118-063	118-024	117-238
R2	117-291	117-291	117-229
R1	117-252	117-252	117-221	117-271
PP	117-198	117-198	117-198	117-208
S1	117-159	117-159	117-204	117-179
S2	117-106	117-106	117-196
S3	117-013	117-067	117-187
S4	116-241	116-294	117-162

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%	0-135	0.4%	38%	False	False	7,124
10	118-202	117-065	1-138	1.2%	0-111	0.3%	32%	False	False	13,591
20	118-253	117-065	1-188	1.3%	0-118	0.3%	29%	False	False	463,371
40	121-215	117-065	4-150	3.8%	0-127	0.3%	10%	False	False	664,411
60	121-270	117-065	4-205	3.9%	0-111	0.3%	10%	False	False	623,630
80	121-270	117-065	4-205	3.9%	0-111	0.3%	10%	False	False	628,169
100	122-055	117-065	4-310	4.2%	0-109	0.3%	9%	False	False	533,853
120	122-162	117-065	5-098	4.5%	0-099	0.3%	9%	False	False	444,990

Crabel Price Patterns
NR	False
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	False
Bull Hook	False
Stretch	0-021

Fibonacci Retracements and Extensions
4.250	118-311
2.618	118-160
1.618	118-067
1.000	118-010
0.618	117-295
HIGH	117-238
0.618	117-202
0.500	117-191
0.382	117-180
LOW	117-145
0.618	117-088
1.000	117-052
1.618	116-315
2.618	116-223
4.250	116-072

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	117-205	117-192
PP	117-198	117-172
S1	117-191	117-151

Download as Excel Spreadsheet

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

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