ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	130-060	129-285	-0-095	-0.2%	129-255
High	130-095	129-290	-0-125	-0.3%	130-155
Low	129-275	129-095	-0-180	-0.4%	129-225
Close	129-300	129-165	-0-135	-0.3%	130-110
Range	0-140	0-195	0-055	39.3%	0-250
ATR	0-141	0-145	0-005	3.3%	0-000
Volume	1,048,754	1,582,265	533,511	50.9%	4,739,858

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-128	131-022	129-272
R3	130-253	130-147	129-219
R2	130-058	130-058	129-201
R1	129-272	129-272	129-183	129-228
PP	129-183	129-183	129-183	129-161
S1	129-077	129-077	129-147	129-032
S2	128-308	128-308	129-129
S3	128-113	128-202	129-111
S4	127-238	128-007	129-058

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	129-095	1-060	0.9%	0-134	0.3%	18%	False	True	1,045,433
10	130-155	129-095	1-060	0.9%	0-132	0.3%	18%	False	True	1,043,935
20	131-235	129-095	2-140	1.9%	0-141	0.3%	9%	False	True	1,102,363
40	131-235	129-095	2-140	1.9%	0-159	0.4%	9%	False	True	1,100,000
60	132-040	129-095	2-265	2.2%	0-166	0.4%	8%	False	True	857,367
80	132-295	129-095	3-200	2.8%	0-165	0.4%	6%	False	True	643,353
100	133-095	129-095	4-000	3.1%	0-158	0.4%	5%	False	True	514,725
120	133-095	128-195	4-220	3.6%	0-132	0.3%	19%	False	False	428,937

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	132-159
2.618	131-161
1.618	130-286
1.000	130-165
0.618	130-091
HIGH	129-290
0.618	129-216
0.500	129-193
0.382	129-170
LOW	129-095
0.618	128-294
1.000	128-220
1.618	128-099
2.618	127-224
4.250	126-226

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	129-193	129-258
PP	129-183	129-227
S1	129-174	129-196

Download as Excel Spreadsheet

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

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