ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 22-Dec-2016

Day Change Summary
	Previous	Current
	21-Dec-2016	22-Dec-2016	Change	Change %	Previous Week
Open	117-207	117-215	0-008	0.0%	118-050
High	117-240	117-235	-0-005	0.0%	118-135
Low	117-182	117-175	-0-007	0.0%	117-065
Close	117-220	117-215	-0-005	0.0%	117-142
Range	0-058	0-060	0-002	4.3%	1-070
ATR	0-119	0-115	-0-004	-3.5%	0-000
Volume	6,580	3,041	-3,539	-53.8%	46,064

Daily Pivots for day following 22-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-068	118-042	117-248
R3	118-008	117-302	117-232
R2	117-268	117-268	117-226
R1	117-242	117-242	117-221	117-245
PP	117-208	117-208	117-208	117-210
S1	117-182	117-182	117-210	117-185
S2	117-148	117-148	117-204
S3	117-088	117-122	117-199
S4	117-028	117-062	117-182

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	117-240	117-100	0-140	0.4%	0-076	0.2%	82%	False	False	3,191
10	118-180	117-065	1-115	1.2%	0-108	0.3%	34%	False	False	7,951
20	118-233	117-065	1-168	1.3%	0-108	0.3%	31%	False	False	217,473
40	121-215	117-065	4-150	3.8%	0-127	0.3%	10%	False	False	625,853
60	121-270	117-065	4-205	3.9%	0-110	0.3%	10%	False	False	597,727
80	121-270	117-065	4-205	3.9%	0-108	0.3%	10%	False	False	590,427
100	122-055	117-065	4-310	4.2%	0-108	0.3%	9%	False	False	533,840
120	122-162	117-065	5-098	4.5%	0-100	0.3%	9%	False	False	445,072

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-170
2.618	118-072
1.618	118-012
1.000	117-295
0.618	117-272
HIGH	117-235
0.618	117-212
0.500	117-205
0.382	117-198
LOW	117-175
0.618	117-138
1.000	117-115
1.618	117-078
2.618	117-018
4.250	116-240

Fisher Pivots for day following 22-Dec-2016
Pivot	1 day	3 day
R1	117-212	117-209
PP	117-208	117-203
S1	117-205	117-196

Download as Excel Spreadsheet

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

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