ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 16-Dec-2016

Day Change Summary
	Previous	Current
	15-Dec-2016	16-Dec-2016	Change	Change %	Previous Week
Open	123-275	123-175	-0-100	-0.3%	124-195
High	123-275	123-300	0-025	0.1%	125-050
Low	123-085	123-145	0-060	0.2%	123-085
Close	123-225	123-195	-0-030	-0.1%	123-195
Range	0-190	0-155	-0-035	-18.4%	1-285
ATR	0-233	0-227	-0-006	-2.4%	0-000
Volume	11,375	10,007	-1,368	-12.0%	38,351

Daily Pivots for day following 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-038	124-272	123-280
R3	124-203	124-117	123-238
R2	124-048	124-048	123-223
R1	123-282	123-282	123-209	124-005
PP	123-213	123-213	123-213	123-235
S1	123-127	123-127	123-181	123-170
S2	123-058	123-058	123-167
S3	122-223	122-292	123-152
S4	122-068	122-137	123-110

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	129-218	128-172	124-208
R3	127-253	126-207	124-041
R2	125-288	125-288	123-306
R1	124-242	124-242	123-250	124-123
PP	124-003	124-003	124-003	123-264
S1	122-277	122-277	123-140	122-157
S2	122-038	122-038	123-084
S3	120-073	120-312	123-029
S4	118-108	119-027	122-182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-050	123-085	1-285	1.5%	0-230	0.6%	18%	False	False	7,670
10	125-245	123-085	2-160	2.0%	0-210	0.5%	14%	False	False	15,272
20	126-050	123-085	2-285	2.3%	0-212	0.5%	12%	False	False	736,996
40	131-000	123-085	7-235	6.3%	0-222	0.6%	4%	False	False	1,128,921
60	131-235	123-085	8-150	6.9%	0-194	0.5%	4%	False	False	1,115,616
80	131-235	123-085	8-150	6.9%	0-193	0.5%	4%	False	False	1,128,191
100	132-055	123-085	8-290	7.2%	0-190	0.5%	4%	False	False	913,815
120	133-095	123-085	10-010	8.1%	0-184	0.5%	3%	False	False	761,684

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	0-046
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-319
2.618	125-066
1.618	124-231
1.000	124-135
0.618	124-076
HIGH	123-300
0.618	123-241
0.500	123-222
0.382	123-204
LOW	123-145
0.618	123-049
1.000	122-310
1.618	122-214
2.618	122-059
4.250	121-126

Fisher Pivots for day following 16-Dec-2016
Pivot	1 day	3 day
R1	123-222	124-068
PP	123-213	124-003
S1	123-204	123-259

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

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