ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 28-Dec-2016

Day Change Summary
	Previous	Current
	27-Dec-2016	28-Dec-2016	Change	Change %	Previous Week
Open	117-025	116-305	-0-040	-0.1%	116-255
High	117-030	117-087	0-057	0.2%	117-042
Low	116-300	116-295	-0-005	0.0%	116-247
Close	116-315	117-082	0-087	0.2%	117-025
Range	0-050	0-112	0-062	124.9%	0-115
ATR	0-112	0-112	0-000	0.0%	0-000
Volume	178,714	521,451	342,737	191.8%	1,913,718

Daily Pivots for day following 28-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-066	118-027	117-144
R3	117-273	117-234	117-113
R2	117-161	117-161	117-103
R1	117-122	117-122	117-093	117-141
PP	117-048	117-048	117-048	117-058
S1	117-009	117-009	117-072	117-029
S2	116-256	116-256	117-062
S3	116-143	116-217	117-052
S4	116-031	116-104	117-021

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	117-087	116-282	0-125	0.3%	0-072	0.2%	96%	True	False	329,585
10	117-260	116-175	1-085	1.1%	0-108	0.3%	56%	False	False	575,751
20	118-070	116-175	1-215	1.4%	0-114	0.3%	43%	False	False	684,237
40	121-110	116-175	4-255	4.1%	0-132	0.4%	15%	False	False	495,809
60	121-110	116-175	4-255	4.1%	0-108	0.3%	15%	False	False	331,271
80	121-135	116-175	4-280	4.2%	0-081	0.2%	15%	False	False	248,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118-246
2.618	118-062
1.618	117-269
1.000	117-200
0.618	117-157
HIGH	117-087
0.618	117-045
0.500	117-031
0.382	117-018
LOW	116-295
0.618	116-225
1.000	116-183
1.618	116-113
2.618	116-001
4.250	115-137

Fisher Pivots for day following 28-Dec-2016
Pivot	1 day	3 day
R1	117-065	117-065
PP	117-048	117-048
S1	117-031	117-031

Download as Excel Spreadsheet

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

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