ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	130-295	130-150	-0-145	-0.3%	131-020
High	131-010	130-195	-0-135	-0.3%	131-235
Low	130-140	130-030	-0-110	-0.3%	131-000
Close	130-160	130-070	-0-090	-0.2%	131-040
Range	0-190	0-165	-0-025	-13.2%	0-235
ATR	0-167	0-167	0-000	-0.1%	0-000
Volume	1,402,205	1,209,515	-192,690	-13.7%	5,911,337

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-273	131-177	130-161
R3	131-108	131-012	130-115
R2	130-263	130-263	130-100
R1	130-167	130-167	130-085	130-133
PP	130-098	130-098	130-098	130-081
S1	130-002	130-002	130-055	129-288
S2	129-253	129-253	130-040
S3	129-088	129-157	130-025
S4	128-243	128-312	129-299

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-157	133-013	131-169
R3	132-242	132-098	131-105
R2	132-007	132-007	131-083
R1	131-183	131-183	131-062	131-255
PP	131-092	131-092	131-092	131-128
S1	130-268	130-268	131-018	131-020
S2	130-177	130-177	130-317
S3	129-262	130-033	130-295
S4	129-027	129-118	130-231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-235	130-030	1-205	1.3%	0-167	0.4%	8%	False	True	1,244,757
10	131-235	130-030	1-205	1.3%	0-146	0.3%	8%	False	True	1,109,495
20	131-235	129-260	1-295	1.5%	0-169	0.4%	21%	False	False	1,106,722
40	131-290	129-260	2-030	1.6%	0-176	0.4%	19%	False	False	860,301
60	132-055	129-260	2-115	1.8%	0-174	0.4%	17%	False	False	574,589
80	133-095	129-260	3-155	2.7%	0-167	0.4%	12%	False	False	431,038
100	133-095	128-195	4-220	3.6%	0-137	0.3%	34%	False	False	344,830
120	133-095	128-045	5-050	4.0%	0-114	0.3%	40%	False	False	287,358

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	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-256
2.618	131-307
1.618	131-142
1.000	131-040
0.618	130-297
HIGH	130-195
0.618	130-132
0.500	130-113
0.382	130-093
LOW	130-030
0.618	129-248
1.000	129-185
1.618	129-083
2.618	128-238
4.250	127-289

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	130-113	130-213
PP	130-098	130-165
S1	130-084	130-118

Download as Excel Spreadsheet

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

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