ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	116-245	116-215	-0-030	-0.1%	116-245
High	116-245	116-215	-0-030	-0.1%	116-245
Low	116-245	116-215	-0-030	-0.1%	116-202
Close	116-245	116-215	-0-030	-0.1%	116-245
Range
ATR	0-053	0-051	-0-002	-3.1%	0-000
Volume

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	116-215	116-215	116-215
R3	116-215	116-215	116-215
R2	116-215	116-215	116-215
R1	116-215	116-215	116-215	116-215
PP	116-215	116-215	116-215	116-215
S1	116-215	116-215	116-215	116-215
S2	116-215	116-215	116-215
S3	116-215	116-215	116-215
S4	116-215	116-215	116-215

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	117-038	117-024	116-268
R3	116-316	116-302	116-257
R2	116-273	116-273	116-253
R1	116-259	116-259	116-249	116-266
PP	116-231	116-231	116-231	116-234
S1	116-217	116-217	116-241	116-224
S2	116-188	116-188	116-237
S3	116-146	116-174	116-233
S4	116-103	116-132	116-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-245	116-202	0-042	0.1%	0-000	0.0%	29%	False	False
10	117-110	116-167	0-263	0.7%	0-005	0.0%	18%	False	False
20	117-310	116-167	1-143	1.2%	0-002	0.0%	10%	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	116-215
2.618	116-215
1.618	116-215
1.000	116-215
0.618	116-215
HIGH	116-215
0.618	116-215
0.500	116-215
0.382	116-215
LOW	116-215
0.618	116-215
1.000	116-215
1.618	116-215
2.618	116-215
4.250	116-215

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	116-215	116-230
PP	116-215	116-225
S1	116-215	116-220

Download as Excel Spreadsheet

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

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