ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 09-Nov-2016

Day Change Summary
	Previous	Current
	08-Nov-2016	09-Nov-2016	Change	Change %	Previous Week
Open	129-270	129-165	-0-105	-0.3%	129-190
High	130-000	131-000	1-000	0.8%	130-120
Low	129-110	127-265	-1-165	-1.2%	129-085
Close	129-160	128-010	-1-150	-1.1%	130-080
Range	0-210	3-055	2-165	383.4%	1-035
ATR	0-153	0-214	0-062	40.3%	0-000
Volume	1,036,202	4,231,834	3,195,632	308.4%	6,452,098

Daily Pivots for day following 09-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	138-150	136-135	129-248
R3	135-095	133-080	128-289
R2	132-040	132-040	128-196
R1	130-025	130-025	128-103	129-165
PP	128-305	128-305	128-305	128-215
S1	126-290	126-290	127-237	126-110
S2	125-250	125-250	127-144
S3	122-195	123-235	127-051
S4	119-140	120-180	126-092

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	131-000	127-265	3-055	2.5%	1-001	0.8%	6%	True	True	1,694,239
10	131-000	127-265	3-055	2.5%	0-241	0.6%	6%	True	True	1,548,130
20	131-000	127-265	3-055	2.5%	0-183	0.4%	6%	True	True	1,273,149
40	131-235	127-265	3-290	3.1%	0-166	0.4%	5%	False	True	1,169,795
60	131-235	127-265	3-290	3.1%	0-172	0.4%	5%	False	True	1,087,333
80	132-055	127-265	4-110	3.4%	0-176	0.4%	5%	False	True	817,024
100	133-095	127-265	5-150	4.3%	0-173	0.4%	4%	False	True	653,715
120	133-095	127-265	5-150	4.3%	0-150	0.4%	4%	False	True	544,763

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	0-084
Widest range in 164 trading days

Fibonacci Retracements and Extensions
4.250	144-154
2.618	139-097
1.618	136-042
1.000	134-055
0.618	132-307
HIGH	131-000
0.618	129-252
0.500	129-132
0.382	129-013
LOW	127-265
0.618	125-278
1.000	124-210
1.618	122-223
2.618	119-168
4.250	114-111

Fisher Pivots for day following 09-Nov-2016
Pivot	1 day	3 day
R1	129-132	129-132
PP	128-305	128-305
S1	128-158	128-158

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

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