ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 29-Dec-2016

Day Change Summary
	Previous	Current
	28-Dec-2016	29-Dec-2016	Change	Change %	Previous Week
Open	116-305	117-087	0-102	0.3%	116-255
High	117-087	117-182	0-095	0.3%	117-042
Low	116-295	117-080	0-105	0.3%	116-247
Close	117-082	117-160	0-078	0.2%	117-025
Range	0-112	0-102	-0-010	-8.9%	0-115
ATR	0-112	0-112	-0-001	-0.6%	0-000
Volume	521,451	533,686	12,235	2.3%	1,913,718

Daily Pivots for day following 29-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-128	118-087	117-216
R3	118-026	117-304	117-188
R2	117-243	117-243	117-179
R1	117-202	117-202	117-169	117-222
PP	117-141	117-141	117-141	117-151
S1	117-099	117-099	117-151	117-120
S2	117-038	117-038	117-141
S3	116-256	116-317	117-132
S4	116-153	116-214	117-104

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	117-182	116-282	0-220	0.6%	0-079	0.2%	90%	True	False	365,642
10	117-182	116-175	1-007	0.9%	0-089	0.2%	93%	True	False	524,470
20	118-070	116-175	1-215	1.4%	0-112	0.3%	57%	False	False	648,368
40	121-110	116-175	4-255	4.1%	0-131	0.3%	20%	False	False	509,037
60	121-110	116-175	4-255	4.1%	0-110	0.3%	20%	False	False	340,159
80	121-135	116-175	4-280	4.1%	0-083	0.2%	20%	False	False	255,124

Crabel Price Patterns
NR	True
NR4	False
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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-298
2.618	118-131
1.618	118-028
1.000	117-285
0.618	117-246
HIGH	117-182
0.618	117-143
0.500	117-131
0.382	117-119
LOW	117-080
0.618	117-017
1.000	116-298
1.618	116-234
2.618	116-132
4.250	115-284

Fisher Pivots for day following 29-Dec-2016
Pivot	1 day	3 day
R1	117-150	117-133
PP	117-141	117-106
S1	117-131	117-079

Download as Excel Spreadsheet

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

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