ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 18-Oct-2016

Day Change Summary
	Previous	Current
	17-Oct-2016	18-Oct-2016	Change	Change %	Previous Week
Open	129-255	130-045	0-110	0.3%	130-035
High	130-065	130-115	0-050	0.1%	130-085
Low	129-225	129-315	0-090	0.2%	129-170
Close	130-040	130-095	0-055	0.1%	129-275
Range	0-160	0-120	-0-040	-25.0%	0-235
ATR	0-157	0-154	-0-003	-1.7%	0-000
Volume	838,456	1,116,022	277,566	33.1%	4,976,254

Daily Pivots for day following 18-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-108	131-062	130-161
R3	130-308	130-262	130-128
R2	130-188	130-188	130-117
R1	130-142	130-142	130-106	130-165
PP	130-068	130-068	130-068	130-080
S1	130-022	130-022	130-084	130-045
S2	129-268	129-268	130-073
S3	129-148	129-222	130-062
S4	129-028	129-102	130-029

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	130-115	129-170	0-265	0.6%	0-134	0.3%	92%	True	False	1,103,110
10	130-195	129-170	1-025	0.8%	0-142	0.3%	71%	False	False	1,093,339
20	131-235	129-170	2-065	1.7%	0-146	0.4%	35%	False	False	1,096,697
40	131-235	129-170	2-065	1.7%	0-164	0.4%	35%	False	False	1,097,541
60	132-055	129-170	2-205	2.0%	0-172	0.4%	29%	False	False	736,544
80	133-095	129-170	3-245	2.9%	0-163	0.4%	20%	False	False	552,586
100	133-095	128-295	4-120	3.4%	0-149	0.4%	31%	False	False	442,069
120	133-095	128-195	4-220	3.6%	0-125	0.3%	36%	False	False	368,391

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-305
2.618	131-109
1.618	130-309
1.000	130-235
0.618	130-189
HIGH	130-115
0.618	130-069
0.500	130-055
0.382	130-041
LOW	129-315
0.618	129-241
1.000	129-195
1.618	129-121
2.618	129-001
4.250	128-125

Fisher Pivots for day following 18-Oct-2016
Pivot	1 day	3 day
R1	130-082	130-067
PP	130-068	130-038
S1	130-055	130-010

Download as Excel Spreadsheet

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

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