ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	119-207	119-070	-0-137	-0.4%	120-185
High	119-290	119-107	-0-183	-0.5%	121-110
Low	119-058	119-000	-0-058	-0.2%	119-000
Close	119-107	119-015	-0-092	-0.2%	119-015
Range	0-233	0-107	-0-125	-53.8%	2-110
ATR	0-121	0-120	-0-001	-0.8%	0-000
Volume	26,653	1,552	-25,101	-94.2%	87,782

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-043	119-297	119-074
R3	119-256	119-189	119-045
R2	119-148	119-148	119-035
R1	119-082	119-082	119-025	119-061
PP	119-041	119-041	119-041	119-031
S1	118-294	118-294	119-005	118-274
S2	118-253	118-253	118-315
S3	118-146	118-187	118-305
S4	118-038	118-079	118-276

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-265	125-090	120-108
R3	124-155	122-300	119-221
R2	122-045	122-045	119-153
R1	120-190	120-190	119-084	120-063
PP	119-255	119-255	119-255	119-191
S1	118-080	118-080	118-266	117-272
S2	117-145	117-145	118-198
S3	115-035	115-290	118-129
S4	112-245	113-180	117-242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-110	119-000	2-110	2.0%	0-220	0.6%	2%	False	True	17,556
10	121-110	119-000	2-110	2.0%	0-152	0.4%	2%	False	True	15,027
20	121-110	119-000	2-110	2.0%	0-109	0.3%	2%	False	True	9,465
40	121-135	119-000	2-135	2.0%	0-068	0.2%	2%	False	True	4,779

Crabel Price Patterns
NR	True
NR4	True
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	0-047
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-244
2.618	120-069
1.618	119-281
1.000	119-215
0.618	119-174
HIGH	119-107
0.618	119-066
0.500	119-054
0.382	119-041
LOW	119-000
0.618	118-254
1.000	118-213
1.618	118-146
2.618	118-039
4.250	117-183

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	119-054	120-055
PP	119-041	119-255
S1	119-028	119-135

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

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