ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	117-200	117-238	0-038	0.1%	118-020
High	117-258	117-270	0-013	0.0%	118-070
Low	117-145	117-178	0-033	0.1%	117-193
Close	117-233	117-190	-0-042	-0.1%	117-227
Range	0-113	0-093	-0-020	-17.8%	0-198
ATR	0-124	0-121	-0-002	-1.8%	0-000
Volume	814,775	788,944	-25,831	-3.2%	3,248,219

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-170	118-113	117-241
R3	118-078	118-020	117-215
R2	117-305	117-305	117-207
R1	117-248	117-248	117-198	117-230
PP	117-213	117-213	117-213	117-204
S1	117-155	117-155	117-182	117-138
S2	117-120	117-120	117-173
S3	117-027	117-062	117-165
S4	116-255	116-290	117-139

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-223	119-103	118-016
R3	119-025	118-225	117-282
R2	118-148	118-148	117-264
R1	118-027	118-027	117-246	117-309
PP	117-270	117-270	117-270	117-251
S1	117-150	117-150	117-209	117-111
S2	117-073	117-073	117-191
S3	116-195	116-272	117-173
S4	115-317	116-075	117-119

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-038	117-145	0-213	0.6%	0-105	0.3%	21%	False	False	718,715
10	118-070	117-118	0-273	0.7%	0-120	0.3%	27%	False	False	792,723
20	118-280	117-118	1-162	1.3%	0-123	0.3%	15%	False	False	694,180
40	121-110	117-118	3-313	3.4%	0-120	0.3%	6%	False	False	352,907
60	121-135	117-118	4-018	3.4%	0-090	0.2%	6%	False	False	235,312

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	0-021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-023
2.618	118-192
1.618	118-100
1.000	118-043
0.618	118-007
HIGH	117-270
0.618	117-235
0.500	117-224
0.382	117-213
LOW	117-178
0.618	117-120
1.000	117-085
1.618	117-028
2.618	116-255
4.250	116-104

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	117-224	117-234
PP	117-213	117-219
S1	117-201	117-205

Download as Excel Spreadsheet

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

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