ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 21-Dec-2016

Day Change Summary
	Previous	Current
	20-Dec-2016	21-Dec-2016	Change	Change %	Previous Week
Open	116-202	116-233	0-030	0.1%	117-182
High	116-202	116-233	0-030	0.1%	117-182
Low	116-202	116-233	0-030	0.1%	116-167
Close	116-202	116-233	0-030	0.1%	116-173
Range
ATR	0-062	0-059	-0-002	-3.7%	0-000
Volume

Daily Pivots for day following 21-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	116-233	116-233	116-233
R3	116-233	116-233	116-233
R2	116-233	116-233	116-233
R1	116-233	116-233	116-233	116-233
PP	116-233	116-233	116-233	116-233
S1	116-233	116-233	116-233	116-233
S2	116-233	116-233	116-233
S3	116-233	116-233	116-233
S4	116-233	116-233	116-233

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-006	119-104	117-037
R3	118-311	118-089	116-265
R2	117-296	117-296	116-234
R1	117-074	117-074	116-203	117-018
PP	116-281	116-281	116-281	116-252
S1	116-059	116-059	116-142	116-002
S2	115-266	115-266	116-111
S3	114-251	115-044	116-080
S4	113-236	114-029	115-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-245	116-167	0-078	0.2%	0-000	0.0%	84%	False	False
10	117-267	116-167	1-100	1.1%	0-005	0.0%	15%	False	False

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	116-233
2.618	116-233
1.618	116-233
1.000	116-233
0.618	116-233
HIGH	116-233
0.618	116-233
0.500	116-233
0.382	116-233
LOW	116-233
0.618	116-233
1.000	116-233
1.618	116-233
2.618	116-233
4.250	116-233

Fisher Pivots for day following 21-Dec-2016
Pivot	1 day	3 day
R1	116-233	116-230
PP	116-233	116-227
S1	116-233	116-224

Download as Excel Spreadsheet

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

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