ECBOT 10 Year T-Note Future December 2016

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	124-285	123-275	-1-010	-0.8%	125-195
High	125-050	123-275	-1-095	-1.0%	125-245
Low	123-235	123-085	-0-150	-0.4%	124-210
Close	124-050	123-225	-0-145	-0.4%	124-255
Range	1-135	0-190	-0-265	-58.2%	1-035
ATR	0-229	0-233	0-004	1.8%	0-000
Volume	7,771	11,375	3,604	46.4%	114,375

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-125	125-045	124-010
R3	124-255	124-175	123-277
R2	124-065	124-065	123-260
R1	123-305	123-305	123-242	123-250
PP	123-195	123-195	123-195	123-167
S1	123-115	123-115	123-208	123-060
S2	123-005	123-005	123-190
S3	122-135	122-245	123-173
S4	121-265	122-055	123-120

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-128	127-227	125-130
R3	127-093	126-192	125-033
R2	126-058	126-058	125-000
R1	125-157	125-157	124-288	125-090
PP	125-023	125-023	125-023	124-310
S1	124-122	124-122	124-222	124-055
S2	123-308	123-308	124-190
S3	122-273	123-087	124-157
S4	121-238	122-052	124-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-090	123-085	2-005	1.6%	0-239	0.6%	22%	False	True	7,377
10	125-245	123-085	2-160	2.0%	0-215	0.5%	18%	False	True	18,515
20	126-245	123-085	3-160	2.8%	0-219	0.6%	13%	False	True	816,807
40	131-000	123-085	7-235	6.3%	0-221	0.6%	6%	False	True	1,155,377
60	131-235	123-085	8-150	6.8%	0-194	0.5%	5%	False	True	1,133,401
80	131-235	123-085	8-150	6.8%	0-192	0.5%	5%	False	True	1,135,922
100	132-055	123-085	8-290	7.2%	0-191	0.5%	5%	False	True	913,762
120	133-095	123-085	10-010	8.1%	0-183	0.5%	4%	False	True	761,601

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	0-043
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-123
2.618	125-132
1.618	124-262
1.000	124-145
0.618	124-072
HIGH	123-275
0.618	123-202
0.500	123-180
0.382	123-158
LOW	123-085
0.618	122-288
1.000	122-215
1.618	122-098
2.618	121-228
4.250	120-237

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	123-210	124-068
PP	123-195	124-013
S1	123-180	123-279

Download as Excel Spreadsheet

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

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