ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	130-060	130-115	0-055	0.1%	129-255
High	130-130	130-155	0-025	0.1%	130-155
Low	130-045	130-025	-0-020	0.0%	129-225
Close	130-110	130-055	-0-055	-0.1%	130-110
Range	0-085	0-130	0-045	52.9%	0-250
ATR	0-143	0-142	-0-001	-0.7%	0-000
Volume	746,958	807,829	60,871	8.1%	4,739,858

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-148	131-072	130-127
R3	131-018	130-262	130-091
R2	130-208	130-208	130-079
R1	130-132	130-132	130-067	130-105
PP	130-078	130-078	130-078	130-065
S1	130-002	130-002	130-043	129-295
S2	129-268	129-268	130-031
S3	129-138	129-192	130-019
S4	129-008	129-062	129-303

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	129-315	0-160	0.4%	0-111	0.3%	38%	True	False	941,846
10	130-155	129-170	0-305	0.7%	0-122	0.3%	67%	True	False	1,022,477
20	131-235	129-170	2-065	1.7%	0-139	0.3%	29%	False	False	1,089,349
40	131-235	129-170	2-065	1.7%	0-159	0.4%	29%	False	False	1,095,674
60	132-050	129-170	2-200	2.0%	0-166	0.4%	24%	False	False	796,266
80	133-095	129-170	3-245	2.9%	0-164	0.4%	17%	False	False	597,499
100	133-095	129-170	3-245	2.9%	0-154	0.4%	17%	False	False	478,001
120	133-095	128-195	4-220	3.6%	0-128	0.3%	33%	False	False	398,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	132-068
2.618	131-175
1.618	131-045
1.000	130-285
0.618	130-235
HIGH	130-155
0.618	130-105
0.500	130-090
0.382	130-075
LOW	130-025
0.618	129-265
1.000	129-215
1.618	129-135
2.618	129-005
4.250	128-112

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	130-090	130-090
PP	130-078	130-078
S1	130-067	130-067

Download as Excel Spreadsheet

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

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