ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	130-100	130-060	-0-040	-0.1%	129-255
High	130-155	130-130	-0-025	-0.1%	130-155
Low	130-040	130-045	0-005	0.0%	129-225
Close	130-090	130-110	0-020	0.0%	130-110
Range	0-115	0-085	-0-030	-26.1%	0-250
ATR	0-148	0-143	-0-004	-3.0%	0-000
Volume	1,068,248	746,958	-321,290	-30.1%	4,739,858

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-030	130-315	130-157
R3	130-265	130-230	130-133
R2	130-180	130-180	130-126
R1	130-145	130-145	130-118	130-163
PP	130-095	130-095	130-095	130-104
S1	130-060	130-060	130-102	130-078
S2	130-010	130-010	130-094
S3	129-245	129-295	130-087
S4	129-160	129-210	130-063

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-167	132-068	130-248
R3	131-237	131-138	130-179
R2	130-307	130-307	130-156
R1	130-208	130-208	130-133	130-258
PP	130-057	130-057	130-057	130-081
S1	129-278	129-278	130-087	130-008
S2	129-127	129-127	130-064
S3	128-197	129-028	130-041
S4	127-267	128-098	129-293

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%	0-117	0.3%	82%	False	False	947,971
10	130-155	129-170	0-305	0.7%	0-125	0.3%	85%	False	False	971,611
20	131-235	129-170	2-065	1.7%	0-140	0.3%	37%	False	False	1,090,367
40	131-235	129-170	2-065	1.7%	0-164	0.4%	37%	False	False	1,114,042
60	132-055	129-170	2-205	2.0%	0-169	0.4%	31%	False	False	782,841
80	133-095	129-170	3-245	2.9%	0-164	0.4%	22%	False	False	587,401
100	133-095	129-080	4-015	3.1%	0-153	0.4%	27%	False	False	469,923
120	133-095	128-195	4-220	3.6%	0-127	0.3%	37%	False	False	391,602

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	131-171
2.618	131-033
1.618	130-268
1.000	130-215
0.618	130-183
HIGH	130-130
0.618	130-098
0.500	130-088
0.382	130-077
LOW	130-045
0.618	129-312
1.000	129-280
1.618	129-227
2.618	129-142
4.250	129-004

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	130-103	130-106
PP	130-095	130-102
S1	130-088	130-098

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

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