ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	127-070	126-130	-0-260	-0.6%	129-275
High	127-070	126-315	-0-075	-0.2%	131-000
Low	125-305	126-105	0-120	0.3%	127-025
Close	126-210	126-135	-0-075	-0.2%	127-055
Range	1-085	0-210	-0-195	-48.1%	3-295
ATR	0-237	0-235	-0-002	-0.8%	0-000
Volume	2,439,460	1,750,696	-688,764	-28.2%	9,707,497

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-175	128-045	126-251
R3	127-285	127-155	126-193
R2	127-075	127-075	126-174
R1	126-265	126-265	126-154	127-010
PP	126-185	126-185	126-185	126-218
S1	126-055	126-055	126-116	126-120
S2	125-295	125-295	126-097
S3	125-085	125-165	126-077
S4	124-195	124-275	126-019

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	140-058	137-192	129-105
R3	136-083	133-217	128-080
R2	132-108	132-108	127-285
R1	129-242	129-242	127-170	129-028
PP	128-133	128-133	128-133	128-026
S1	125-267	125-267	126-260	125-052
S2	124-158	124-158	126-145
S3	120-183	121-292	126-030
S4	116-208	117-317	125-005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-000	125-305	5-015	4.0%	1-122	1.1%	9%	False	False	2,414,605
10	131-000	125-305	5-015	4.0%	0-298	0.7%	9%	False	False	1,779,295
20	131-000	125-305	5-015	4.0%	0-215	0.5%	9%	False	False	1,450,291
40	131-235	125-305	5-250	4.6%	0-180	0.4%	8%	False	False	1,273,494
60	131-235	125-305	5-250	4.6%	0-181	0.4%	8%	False	False	1,215,124
80	132-055	125-305	6-070	4.9%	0-183	0.5%	8%	False	False	914,981
100	133-095	125-305	7-110	5.8%	0-174	0.4%	6%	False	False	732,127
120	133-095	125-305	7-110	5.8%	0-160	0.4%	6%	False	False	610,106

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-090
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-248
2.618	128-225
1.618	128-015
1.000	127-205
0.618	127-125
HIGH	126-315
0.618	126-235
0.500	126-210
0.382	126-185
LOW	126-105
0.618	125-295
1.000	125-215
1.618	125-085
2.618	124-195
4.250	123-172

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	126-210	126-262
PP	126-185	126-220
S1	126-160	126-178

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

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