ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	116-290	116-167	-0-123	-0.3%	117-213
High	116-290	116-167	-0-123	-0.3%	117-293
Low	116-242	116-167	-0-075	-0.2%	117-178
Close	116-290	116-167	-0-123	-0.3%	117-178
Range	0-048	0-000	-0-048	-100.0%	0-115
ATR	0-000	0-067	0-067		0-000
Volume

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	116-167	116-167	116-167
R3	116-167	116-167	116-167
R2	116-167	116-167	116-167
R1	116-167	116-167	116-167	116-167
PP	116-167	116-167	116-167	116-167
S1	116-167	116-167	116-167	116-167
S2	116-167	116-167	116-167
S3	116-167	116-167	116-167
S4	116-167	116-167	116-167

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	117-182	116-167	1-015	0.9%	0-010	0.0%	0%	False	True
10	117-293	116-167	1-125	1.2%	0-005	0.0%	0%	False	True

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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-167
2.618	116-167
1.618	116-167
1.000	116-167
0.618	116-167
HIGH	116-167
0.618	116-167
0.500	116-167
0.382	116-167
LOW	116-167
0.618	116-167
1.000	116-167
1.618	116-167
2.618	116-167
4.250	116-167

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	116-167	116-299
PP	116-167	116-255
S1	116-167	116-211

Download as Excel Spreadsheet

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

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