ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	129-215	129-235	0-020	0.0%	130-115
High	129-290	130-085	0-115	0.3%	130-155
Low	129-085	129-230	0-145	0.4%	129-065
Close	129-255	130-010	0-075	0.2%	129-175
Range	0-205	0-175	-0-030	-14.7%	1-090
ATR	0-145	0-147	0-002	1.5%	0-000
Volume	1,469,591	1,480,569	10,978	0.7%	5,870,689

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-207	131-123	130-106
R3	131-032	130-268	130-058
R2	130-177	130-177	130-042
R1	130-093	130-093	130-026	130-135
PP	130-002	130-002	130-002	130-023
S1	129-238	129-238	129-314	129-280
S2	129-147	129-147	129-298
S3	128-292	129-063	129-282
S4	128-117	128-208	129-234

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	130-085	129-065	1-020	0.8%	0-160	0.4%	78%	True	False	1,402,021
10	130-155	129-065	1-090	1.0%	0-139	0.3%	65%	False	False	1,172,325
20	130-155	129-065	1-090	1.0%	0-137	0.3%	65%	False	False	1,120,865
40	131-235	129-065	2-170	1.9%	0-153	0.4%	33%	False	False	1,113,794
60	131-290	129-065	2-225	2.1%	0-163	0.4%	31%	False	False	947,156
80	132-055	129-065	2-310	2.3%	0-165	0.4%	28%	False	False	711,158
100	133-095	129-065	4-030	3.1%	0-161	0.4%	20%	False	False	569,003
120	133-095	128-195	4-220	3.6%	0-137	0.3%	30%	False	False	474,169

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-189
2.618	131-223
1.618	131-048
1.000	130-260
0.618	130-193
HIGH	130-085
0.618	130-018
0.500	129-318
0.382	129-297
LOW	129-230
0.618	129-122
1.000	129-055
1.618	128-267
2.618	128-092
4.250	127-126

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	130-006	129-302
PP	130-002	129-273
S1	129-318	129-245

Download as Excel Spreadsheet

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

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