ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 04-Nov-2016

Day Change Summary
	Previous	Current
	03-Nov-2016	04-Nov-2016	Change	Change %	Previous Week
Open	130-000	130-005	0-005	0.0%	129-190
High	130-100	130-120	0-020	0.0%	130-120
Low	129-255	129-300	0-045	0.1%	129-085
Close	130-010	130-080	0-070	0.2%	130-080
Range	0-165	0-140	-0-025	-15.1%	1-035
ATR	0-149	0-148	-0-001	-0.4%	0-000
Volume	1,078,686	1,336,051	257,365	23.9%	6,452,098

Daily Pivots for day following 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-160	131-100	130-157
R3	131-020	130-280	130-118
R2	130-200	130-200	130-106
R1	130-140	130-140	130-093	130-170
PP	130-060	130-060	130-060	130-075
S1	130-000	130-000	130-067	130-030
S2	129-240	129-240	130-054
S3	129-100	129-180	130-042
S4	128-280	129-040	130-003

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-093	132-282	130-275
R3	132-058	131-247	130-178
R2	131-023	131-023	130-145
R1	130-212	130-212	130-113	130-278
PP	129-308	129-308	129-308	130-021
S1	129-177	129-177	130-047	129-242
S2	128-273	128-273	130-015
S3	127-238	128-142	129-302
S4	126-203	127-107	129-205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-120	129-085	1-035	0.9%	0-152	0.4%	89%	True	False	1,290,419
10	130-155	129-065	1-090	1.0%	0-150	0.4%	82%	False	False	1,232,278
20	130-155	129-065	1-090	1.0%	0-137	0.3%	82%	False	False	1,101,944
40	131-235	129-065	2-170	1.9%	0-150	0.4%	41%	False	False	1,110,781
60	131-290	129-065	2-225	2.1%	0-162	0.4%	39%	False	False	987,183
80	132-055	129-065	2-310	2.3%	0-165	0.4%	35%	False	False	741,337
100	133-095	129-065	4-030	3.1%	0-163	0.4%	26%	False	False	593,151
120	133-095	128-195	4-220	3.6%	0-140	0.3%	35%	False	False	494,292

Crabel Price Patterns
NR	True
NR4	True
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	0-041
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132-075
2.618	131-167
1.618	131-027
1.000	130-260
0.618	130-207
HIGH	130-120
0.618	130-067
0.500	130-050
0.382	130-033
LOW	129-300
0.618	129-213
1.000	129-160
1.618	129-073
2.618	128-253
4.250	128-025

Fisher Pivots for day following 04-Nov-2016
Pivot	1 day	3 day
R1	130-070	130-058
PP	130-060	130-037
S1	130-050	130-015

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

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