ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	130-005	129-275	-0-050	-0.1%	129-190
High	130-120	130-000	-0-120	-0.3%	130-120
Low	129-300	129-245	-0-055	-0.1%	129-085
Close	130-080	129-270	-0-130	-0.3%	130-080
Range	0-140	0-075	-0-065	-46.4%	1-035
ATR	0-148	0-149	0-000	0.3%	0-000
Volume	1,336,051	788,423	-547,628	-41.0%	6,452,098

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-183	130-142	129-311
R3	130-108	130-067	129-291
R2	130-033	130-033	129-284
R1	129-312	129-312	129-277	129-295
PP	129-278	129-278	129-278	129-270
S1	129-237	129-237	129-263	129-220
S2	129-203	129-203	129-256
S3	129-128	129-162	129-249
S4	129-053	129-087	129-229

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%	52%	False	False	1,230,664
10	130-120	129-065	1-055	0.9%	0-144	0.3%	55%	False	False	1,230,338
20	130-155	129-065	1-090	1.0%	0-133	0.3%	50%	False	False	1,126,407
40	131-235	129-065	2-170	1.9%	0-148	0.4%	25%	False	False	1,100,527
60	131-235	129-065	2-170	1.9%	0-159	0.4%	25%	False	False	1,000,092
80	132-055	129-065	2-310	2.3%	0-163	0.4%	22%	False	False	751,188
100	133-095	129-065	4-030	3.2%	0-163	0.4%	16%	False	False	601,035
120	133-095	128-240	4-175	3.5%	0-140	0.3%	24%	False	False	500,862

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-040
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	130-319
2.618	130-196
1.618	130-121
1.000	130-075
0.618	130-046
HIGH	130-000
0.618	129-291
0.500	129-282
0.382	129-274
LOW	129-245
0.618	129-199
1.000	129-170
1.618	129-124
2.618	129-049
4.250	128-246

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	129-282	130-022
PP	129-278	129-318
S1	129-274	129-294

Download as Excel Spreadsheet

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

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