ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 26-Oct-2016

Day Change Summary
	Previous	Current
	25-Oct-2016	26-Oct-2016	Change	Change %	Previous Week
Open	130-045	130-060	0-015	0.0%	129-255
High	130-100	130-095	-0-005	0.0%	130-155
Low	129-300	129-275	-0-025	-0.1%	129-225
Close	130-055	129-300	-0-075	-0.2%	130-110
Range	0-120	0-140	0-020	16.7%	0-250
ATR	0-141	0-141	0-000	0.0%	0-000
Volume	1,041,362	1,048,754	7,392	0.7%	4,739,858

Daily Pivots for day following 26-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-110	131-025	130-057
R3	130-290	130-205	130-018
R2	130-150	130-150	130-006
R1	130-065	130-065	129-313	130-038
PP	130-010	130-010	130-010	129-316
S1	129-245	129-245	129-287	129-218
S2	129-190	129-190	129-274
S3	129-050	129-105	129-262
S4	128-230	128-285	129-223

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	129-275	0-200	0.5%	0-118	0.3%	12%	False	True	942,630
10	130-155	129-225	0-250	0.6%	0-125	0.3%	30%	False	False	998,168
20	131-235	129-170	2-065	1.7%	0-139	0.3%	18%	False	False	1,081,549
40	131-235	129-170	2-065	1.7%	0-157	0.4%	18%	False	False	1,093,021
60	132-040	129-170	2-190	2.0%	0-165	0.4%	16%	False	False	831,033
80	133-095	129-170	3-245	2.9%	0-165	0.4%	11%	False	False	623,588
100	133-095	129-170	3-245	2.9%	0-156	0.4%	11%	False	False	498,902
120	133-095	128-195	4-220	3.6%	0-130	0.3%	28%	False	False	415,752

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	132-050
2.618	131-142
1.618	131-002
1.000	130-235
0.618	130-182
HIGH	130-095
0.618	130-042
0.500	130-025
0.382	130-008
LOW	129-275
0.618	129-188
1.000	129-135
1.618	129-048
2.618	128-228
4.250	128-000

Fisher Pivots for day following 26-Oct-2016
Pivot	1 day	3 day
R1	130-025	130-055
PP	130-010	130-030
S1	129-315	130-005

Download as Excel Spreadsheet

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

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