ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 19-Oct-2016

Day Change Summary
	Previous	Current
	18-Oct-2016	19-Oct-2016	Change	Change %	Previous Week
Open	130-045	130-115	0-070	0.2%	130-035
High	130-115	130-145	0-030	0.1%	130-085
Low	129-315	130-040	0-045	0.1%	129-170
Close	130-095	130-085	-0-010	0.0%	129-275
Range	0-120	0-105	-0-015	-12.5%	0-235
ATR	0-154	0-150	-0-003	-2.3%	0-000
Volume	1,116,022	970,174	-145,848	-13.1%	4,976,254

Daily Pivots for day following 19-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-085	131-030	130-143
R3	130-300	130-245	130-114
R2	130-195	130-195	130-104
R1	130-140	130-140	130-095	130-115
PP	130-090	130-090	130-090	130-077
S1	130-035	130-035	130-075	130-010
S2	129-305	129-305	130-066
S3	129-200	129-250	130-056
S4	129-095	129-145	130-027

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	130-145	129-225	0-240	0.6%	0-131	0.3%	75%	True	False	1,053,706
10	130-145	129-170	0-295	0.7%	0-136	0.3%	80%	True	False	1,069,405
20	131-235	129-170	2-065	1.7%	0-141	0.3%	33%	False	False	1,089,450
40	131-235	129-170	2-065	1.7%	0-163	0.4%	33%	False	False	1,116,467
60	132-055	129-170	2-205	2.0%	0-172	0.4%	28%	False	False	752,685
80	133-095	129-170	3-245	2.9%	0-164	0.4%	20%	False	False	564,713
100	133-095	128-295	4-120	3.4%	0-151	0.4%	31%	False	False	451,771
120	133-095	128-195	4-220	3.6%	0-125	0.3%	35%	False	False	376,476

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-034
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	131-271
2.618	131-100
1.618	130-315
1.000	130-250
0.618	130-210
HIGH	130-145
0.618	130-105
0.500	130-092
0.382	130-080
LOW	130-040
0.618	129-295
1.000	129-255
1.618	129-190
2.618	129-085
4.250	128-234

Fisher Pivots for day following 19-Oct-2016
Pivot	1 day	3 day
R1	130-092	130-065
PP	130-090	130-045
S1	130-087	130-025

Download as Excel Spreadsheet

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

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