ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 25-Oct-2016

Day Change Summary
	Previous	Current
	24-Oct-2016	25-Oct-2016	Change	Change %	Previous Week
Open	130-115	130-045	-0-070	-0.2%	129-255
High	130-155	130-100	-0-055	-0.1%	130-155
Low	130-025	129-300	-0-045	-0.1%	129-225
Close	130-055	130-055	0-000	0.0%	130-110
Range	0-130	0-120	-0-010	-7.7%	0-250
ATR	0-142	0-141	-0-002	-1.1%	0-000
Volume	807,829	1,041,362	233,533	28.9%	4,739,858

Daily Pivots for day following 25-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-085	131-030	130-121
R3	130-285	130-230	130-088
R2	130-165	130-165	130-077
R1	130-110	130-110	130-066	130-138
PP	130-045	130-045	130-045	130-059
S1	129-310	129-310	130-044	130-018
S2	129-245	129-245	130-033
S3	129-125	129-190	130-022
S4	129-005	129-070	129-309

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	129-300	0-175	0.4%	0-111	0.3%	43%	False	True	926,914
10	130-155	129-170	0-305	0.7%	0-123	0.3%	67%	False	False	1,015,012
20	131-235	129-170	2-065	1.7%	0-137	0.3%	29%	False	False	1,082,806
40	131-235	129-170	2-065	1.7%	0-156	0.4%	29%	False	False	1,090,781
60	132-040	129-170	2-190	2.0%	0-165	0.4%	25%	False	False	813,583
80	133-095	129-170	3-245	2.9%	0-165	0.4%	17%	False	False	610,485
100	133-095	129-170	3-245	2.9%	0-155	0.4%	17%	False	False	488,415
120	133-095	128-195	4-220	3.6%	0-129	0.3%	33%	False	False	407,012

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-290
2.618	131-094
1.618	130-294
1.000	130-220
0.618	130-174
HIGH	130-100
0.618	130-054
0.500	130-040
0.382	130-026
LOW	129-300
0.618	129-226
1.000	129-180
1.618	129-106
2.618	128-306
4.250	128-110

Fisher Pivots for day following 25-Oct-2016
Pivot	1 day	3 day
R1	130-050	130-068
PP	130-045	130-063
S1	130-040	130-059

Download as Excel Spreadsheet

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

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