ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 23-Dec-2016

Day Change Summary
	Previous	Current
	22-Dec-2016	23-Dec-2016	Change	Change %	Previous Week
Open	117-022	117-002	-0-020	-0.1%	116-255
High	117-035	117-042	0-007	0.0%	117-042
Low	116-282	116-305	0-022	0.1%	116-247
Close	117-007	117-025	0-018	0.0%	117-025
Range	0-073	0-058	-0-015	-20.7%	0-115
ATR	0-122	0-117	-0-005	-3.8%	0-000
Volume	397,306	197,053	-200,253	-50.4%	1,913,718

Daily Pivots for day following 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	117-190	117-165	117-057
R3	117-133	117-107	117-041
R2	117-075	117-075	117-036
R1	117-050	117-050	117-030	117-062
PP	117-017	117-017	117-017	117-024
S1	116-312	116-312	117-020	117-005
S2	116-280	116-280	117-014
S3	116-222	116-255	117-009
S4	116-165	116-197	116-313

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-023	117-299	117-088
R3	117-228	117-184	117-057
R2	117-113	117-113	117-046
R1	117-069	117-069	117-036	117-091
PP	116-318	116-318	116-318	117-009
S1	116-274	116-274	117-014	116-296
S2	116-203	116-203	117-004
S3	116-088	116-159	116-313
S4	115-293	116-044	116-282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-042	116-247	0-115	0.3%	0-078	0.2%	85%	True	False	382,743
10	117-270	116-175	1-095	1.1%	0-113	0.3%	41%	False	False	666,107
20	118-070	116-175	1-215	1.4%	0-114	0.3%	32%	False	False	757,130
40	121-110	116-175	4-255	4.1%	0-131	0.3%	11%	False	False	478,443
60	121-110	116-175	4-255	4.1%	0-106	0.3%	11%	False	False	319,601
80	121-135	116-175	4-280	4.2%	0-079	0.2%	11%	False	False	239,701

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	117-287
2.618	117-193
1.618	117-136
1.000	117-100
0.618	117-078
HIGH	117-042
0.618	117-021
0.500	117-014
0.382	117-007
LOW	116-305
0.618	116-269
1.000	116-247
1.618	116-212
2.618	116-154
4.250	116-061

Fisher Pivots for day following 23-Dec-2016
Pivot	1 day	3 day
R1	117-021	117-017
PP	117-017	117-010
S1	117-014	117-002

Download as Excel Spreadsheet

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

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