ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	130-035	129-260	-0-095	-0.2%	131-070
High	130-055	130-010	-0-045	-0.1%	131-075
Low	129-210	129-220	0-010	0.0%	129-230
Close	129-255	129-285	0-030	0.1%	130-020
Range	0-165	0-110	-0-055	-33.3%	1-165
ATR	0-165	0-161	-0-004	-2.4%	0-000
Volume	299,171	1,116,008	816,837	273.0%	6,179,899

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-288	130-237	130-026
R3	130-178	130-127	129-315
R2	130-068	130-068	129-305
R1	130-017	130-017	129-295	130-043
PP	129-278	129-278	129-278	129-291
S1	129-227	129-227	129-275	129-252
S2	129-168	129-168	129-265
S3	129-058	129-117	129-255
S4	128-268	129-007	129-224

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	130-195	129-210	0-305	0.7%	0-149	0.4%	25%	False	False	1,083,568
10	131-235	129-210	2-025	1.6%	0-151	0.4%	11%	False	False	1,150,601
20	131-235	129-210	2-025	1.6%	0-153	0.4%	11%	False	False	1,058,416
40	131-235	129-210	2-025	1.6%	0-170	0.4%	11%	False	False	964,383
60	132-055	129-210	2-165	1.9%	0-173	0.4%	9%	False	False	644,707
80	133-095	129-210	3-205	2.8%	0-170	0.4%	6%	False	False	483,642
100	133-095	128-240	4-175	3.5%	0-143	0.3%	25%	False	False	386,914
120	133-095	128-045	5-050	4.0%	0-119	0.3%	34%	False	False	322,428

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	131-158
2.618	130-298
1.618	130-188
1.000	130-120
0.618	130-078
HIGH	130-010
0.618	129-288
0.500	129-275
0.382	129-262
LOW	129-220
0.618	129-152
1.000	129-110
1.618	129-042
2.618	128-252
4.250	128-072

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	129-282	129-300
PP	129-278	129-295
S1	129-275	129-290

Download as Excel Spreadsheet

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

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