ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 17-Oct-2016

Day Change Summary
	Previous	Current
	14-Oct-2016	17-Oct-2016	Change	Change %	Previous Week
Open	130-045	129-255	-0-110	-0.3%	130-035
High	130-070	130-065	-0-005	0.0%	130-085
Low	129-245	129-225	-0-020	0.0%	129-170
Close	129-275	130-040	0-085	0.2%	129-275
Range	0-145	0-160	0-015	10.3%	0-235
ATR	0-156	0-157	0-000	0.2%	0-000
Volume	1,219,283	838,456	-380,827	-31.2%	4,976,254

Daily Pivots for day following 17-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-163	131-102	130-128
R3	131-003	130-262	130-084
R2	130-163	130-163	130-069
R1	130-102	130-102	130-055	130-132
PP	130-003	130-003	130-003	130-019
S1	129-262	129-262	130-025	129-292
S2	129-163	129-163	130-011
S3	129-003	129-102	129-316
S4	128-163	128-262	129-272

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-028	131-227	130-084
R3	131-113	130-312	130-020
R2	130-198	130-198	129-318
R1	130-077	130-077	129-297	130-020
PP	129-283	129-283	129-283	129-255
S1	129-162	129-162	129-253	129-105
S2	129-048	129-048	129-232
S3	128-133	128-247	129-210
S4	127-218	128-012	129-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-085	129-170	0-235	0.6%	0-132	0.3%	81%	False	False	1,103,107
10	131-010	129-170	1-160	1.2%	0-149	0.4%	40%	False	False	1,121,958
20	131-235	129-170	2-065	1.7%	0-147	0.4%	27%	False	False	1,080,247
40	131-235	129-170	2-065	1.7%	0-166	0.4%	27%	False	False	1,071,074
60	132-055	129-170	2-205	2.0%	0-172	0.4%	22%	False	False	717,987
80	133-095	129-170	3-245	2.9%	0-174	0.4%	16%	False	False	538,636
100	133-095	128-295	4-120	3.4%	0-148	0.4%	27%	False	False	430,909
120	133-095	128-195	4-220	3.6%	0-124	0.3%	32%	False	False	359,091

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	132-105
2.618	131-164
1.618	131-004
1.000	130-225
0.618	130-164
HIGH	130-065
0.618	130-004
0.500	129-305
0.382	129-286
LOW	129-225
0.618	129-126
1.000	129-065
1.618	128-286
2.618	128-126
4.250	127-185

Fisher Pivots for day following 17-Oct-2016
Pivot	1 day	3 day
R1	130-022	130-025
PP	130-003	130-010
S1	129-305	129-315

Download as Excel Spreadsheet

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

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