ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	129-190	129-215	0-025	0.1%	130-115
High	129-230	129-290	0-060	0.1%	130-155
Low	129-155	129-085	-0-070	-0.2%	129-065
Close	129-200	129-255	0-055	0.1%	129-175
Range	0-075	0-205	0-130	173.3%	1-090
ATR	0-141	0-145	0-005	3.3%	0-000
Volume	1,087,201	1,469,591	382,390	35.2%	5,870,689

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-185	131-105	130-048
R3	130-300	130-220	129-311
R2	130-095	130-095	129-293
R1	130-015	130-015	129-274	130-055
PP	129-210	129-210	129-210	129-230
S1	129-130	129-130	129-236	129-170
S2	129-005	129-005	129-217
S3	128-120	128-245	129-199
S4	127-235	128-040	129-142

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-188	132-272	130-081
R3	132-098	131-182	129-288
R2	131-008	131-008	129-250
R1	130-092	130-092	129-213	130-005
PP	129-238	129-238	129-238	129-195
S1	129-002	129-002	129-137	128-235
S2	128-148	128-148	129-100
S3	127-058	127-232	129-062
S4	125-288	126-142	128-269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-095	129-065	1-030	0.8%	0-153	0.4%	54%	False	False	1,315,658
10	130-155	129-065	1-090	1.0%	0-132	0.3%	46%	False	False	1,121,286
20	130-195	129-065	1-130	1.1%	0-137	0.3%	42%	False	False	1,107,312
40	131-235	129-065	2-170	2.0%	0-151	0.4%	23%	False	False	1,099,691
60	131-290	129-065	2-225	2.1%	0-163	0.4%	22%	False	False	922,743
80	132-065	129-065	3-000	2.3%	0-165	0.4%	20%	False	False	692,681
100	133-095	129-065	4-030	3.2%	0-159	0.4%	15%	False	False	554,198
120	133-095	128-195	4-220	3.6%	0-136	0.3%	25%	False	False	461,831

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	132-201
2.618	131-187
1.618	130-302
1.000	130-175
0.618	130-097
HIGH	129-290
0.618	129-212
0.500	129-188
0.382	129-163
LOW	129-085
0.618	128-278
1.000	128-200
1.618	128-073
2.618	127-188
4.250	126-174

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	129-233	129-229
PP	129-210	129-203
S1	129-188	129-178

Download as Excel Spreadsheet

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

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