ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	130-115	130-100	-0-015	0.0%	130-035
High	130-145	130-155	0-010	0.0%	130-085
Low	130-040	130-040	0-000	0.0%	129-170
Close	130-085	130-090	0-005	0.0%	129-275
Range	0-105	0-115	0-010	9.5%	0-235
ATR	0-150	0-148	-0-003	-1.7%	0-000
Volume	970,174	1,068,248	98,074	10.1%	4,976,254

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-120	131-060	130-153
R3	131-005	130-265	130-122
R2	130-210	130-210	130-111
R1	130-150	130-150	130-101	130-123
PP	130-095	130-095	130-095	130-081
S1	130-035	130-035	130-079	130-008
S2	129-300	129-300	130-069
S3	129-185	129-240	130-058
S4	129-070	129-125	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	130-155	129-225	0-250	0.6%	0-129	0.3%	74%	True	False	1,042,436
10	130-155	129-170	0-305	0.7%	0-133	0.3%	79%	True	False	1,046,324
20	131-235	129-170	2-065	1.7%	0-139	0.3%	34%	False	False	1,089,008
40	131-235	129-170	2-065	1.7%	0-164	0.4%	34%	False	False	1,127,462
60	132-055	129-170	2-205	2.0%	0-169	0.4%	28%	False	False	770,411
80	133-095	129-170	3-245	2.9%	0-165	0.4%	20%	False	False	578,066
100	133-095	128-295	4-120	3.4%	0-152	0.4%	31%	False	False	462,453
120	133-095	128-195	4-220	3.6%	0-126	0.3%	36%	False	False	385,378

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-004
2.618	131-136
1.618	131-021
1.000	130-270
0.618	130-226
HIGH	130-155
0.618	130-111
0.500	130-098
0.382	130-084
LOW	130-040
0.618	129-289
1.000	129-245
1.618	129-174
2.618	129-059
4.250	128-191

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	130-098	130-085
PP	130-095	130-080
S1	130-093	130-075

Download as Excel Spreadsheet

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

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