ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 20-Dec-2016

Day Change Summary
	Previous	Current
	19-Dec-2016	20-Dec-2016	Change	Change %	Previous Week
Open	117-145	117-182	0-038	0.1%	118-050
High	117-238	117-227	-0-010	0.0%	118-135
Low	117-145	117-153	0-008	0.0%	117-065
Close	117-213	117-195	-0-018	0.0%	117-142
Range	0-093	0-075	-0-018	-19.0%	1-070
ATR	0-127	0-124	-0-004	-2.9%	0-000
Volume	2,402	208	-2,194	-91.3%	46,064

Daily Pivots for day following 20-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-097	118-061	117-236
R3	118-022	117-306	117-216
R2	117-267	117-267	117-209
R1	117-231	117-231	117-202	117-249
PP	117-192	117-192	117-192	117-201
S1	117-156	117-156	117-188	117-174
S2	117-117	117-117	117-181
S3	117-042	117-081	117-174
S4	116-287	117-006	117-154

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	118-127	117-065	1-062	1.0%	0-134	0.4%	34%	False	False	4,775
10	118-202	117-065	1-138	1.2%	0-114	0.3%	28%	False	False	9,869
20	118-253	117-065	1-188	1.3%	0-117	0.3%	26%	False	False	405,858
40	121-215	117-065	4-150	3.8%	0-127	0.3%	9%	False	False	654,085
60	121-270	117-065	4-205	3.9%	0-111	0.3%	9%	False	False	616,551
80	121-270	117-065	4-205	3.9%	0-109	0.3%	9%	False	False	611,899
100	122-055	117-065	4-310	4.2%	0-108	0.3%	8%	False	False	533,841
120	122-162	117-065	5-098	4.5%	0-099	0.3%	8%	False	False	444,991

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	118-226
2.618	118-104
1.618	118-029
1.000	117-302
0.618	117-274
HIGH	117-227
0.618	117-199
0.500	117-190
0.382	117-181
LOW	117-153
0.618	117-106
1.000	117-078
1.618	117-031
2.618	116-276
4.250	116-154

Fisher Pivots for day following 20-Dec-2016
Pivot	1 day	3 day
R1	117-193	117-186
PP	117-192	117-178
S1	117-190	117-169

Download as Excel Spreadsheet

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

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