ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 14-Dec-2016

Day Change Summary
	Previous	Current
	13-Dec-2016	14-Dec-2016	Change	Change %	Previous Week
Open	117-110	116-290	-0-140	-0.4%	117-213
High	117-110	116-290	-0-140	-0.4%	117-293
Low	117-110	116-242	-0-188	-0.5%	117-178
Close	117-110	116-290	-0-140	-0.4%	117-178
Range	0-000	0-048	0-048		0-115
ATR
Volume

Daily Pivots for day following 14-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	117-097	117-081	116-316
R3	117-049	117-033	116-303
R2	117-002	117-002	116-299
R1	116-306	116-306	116-294	116-314
PP	116-274	116-274	116-274	116-278
S1	116-258	116-258	116-286	116-266
S2	116-227	116-227	116-281
S3	116-179	116-211	116-277
S4	116-132	116-163	116-264

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-241	118-164	117-241
R3	118-126	118-049	117-209
R2	118-011	118-011	117-199
R1	117-254	117-254	117-188	117-235
PP	117-216	117-216	117-216	117-206
S1	117-139	117-139	117-167	117-120
S2	117-101	117-101	117-156
S3	116-306	117-024	117-146
S4	116-191	116-229	117-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-267	116-242	1-025	0.9%	0-010	0.0%	14%	False	True
10	117-293	116-242	1-050	1.0%	0-005	0.0%	13%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	117-172
2.618	117-094
1.618	117-047
1.000	117-018
0.618	116-319
HIGH	116-290
0.618	116-272
0.500	116-266
0.382	116-261
LOW	116-242
0.618	116-213
1.000	116-195
1.618	116-166
2.618	116-118
4.250	116-041

Fisher Pivots for day following 14-Dec-2016
Pivot	1 day	3 day
R1	116-282	117-052
PP	116-274	117-025
S1	116-266	116-318

Download as Excel Spreadsheet

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

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