ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 10-Oct-2016

Day Change Summary
	Previous	Current
	07-Oct-2016	10-Oct-2016	Change	Change %	Previous Week
Open	130-000	130-035	0-035	0.1%	131-070
High	130-070	130-055	-0-015	0.0%	131-075
Low	129-230	129-210	-0-020	0.0%	129-230
Close	130-020	129-255	-0-085	-0.2%	130-020
Range	0-160	0-165	0-005	3.1%	1-165
ATR	0-165	0-165	0-000	0.0%	0-000
Volume	1,494,095	299,171	-1,194,924	-80.0%	6,179,899

Daily Pivots for day following 10-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-135	131-040	130-026
R3	130-290	130-195	129-300
R2	130-125	130-125	129-285
R1	130-030	130-030	129-270	129-315
PP	129-280	129-280	129-280	129-263
S1	129-185	129-185	129-240	129-150
S2	129-115	129-115	129-225
S3	128-270	129-020	129-210
S4	128-105	128-175	129-164

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-283	133-317	130-287
R3	133-118	132-152	130-153
R2	131-273	131-273	130-109
R1	130-307	130-307	130-064	130-208
PP	130-108	130-108	130-108	130-059
S1	129-142	129-142	129-296	129-043
S2	128-263	128-263	129-251
S3	127-098	127-297	129-207
S4	125-253	126-132	129-073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-010	129-210	1-120	1.1%	0-165	0.4%	10%	False	True	1,140,808
10	131-235	129-210	2-025	1.6%	0-157	0.4%	7%	False	True	1,156,222
20	131-235	129-210	2-025	1.6%	0-163	0.4%	7%	False	True	1,074,646
40	131-235	129-210	2-025	1.6%	0-171	0.4%	7%	False	True	936,934
60	132-055	129-210	2-165	1.9%	0-173	0.4%	6%	False	True	626,114
80	133-095	129-210	3-205	2.8%	0-171	0.4%	4%	False	True	469,692
100	133-095	128-240	4-175	3.5%	0-142	0.3%	23%	False	False	375,753
120	133-095	128-045	5-050	4.0%	0-118	0.3%	32%	False	False	313,128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-047
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-116
2.618	131-167
1.618	131-002
1.000	130-220
0.618	130-157
HIGH	130-055
0.618	129-312
0.500	129-293
0.382	129-273
LOW	129-210
0.618	129-108
1.000	129-045
1.618	128-263
2.618	128-098
4.250	127-149

Fisher Pivots for day following 10-Oct-2016
Pivot	1 day	3 day
R1	129-293	130-008
PP	129-280	129-303
S1	129-268	129-279

Download as Excel Spreadsheet

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

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