ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	126-130	126-185	0-055	0.1%	129-275
High	126-315	126-220	-0-095	-0.2%	131-000
Low	126-105	125-285	-0-140	-0.3%	127-025
Close	126-135	126-150	0-015	0.0%	127-055
Range	0-210	0-255	0-045	21.4%	3-295
ATR	0-235	0-237	0-001	0.6%	0-000
Volume	1,750,696	1,843,304	92,608	5.3%	9,707,497

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-237	128-128	126-290
R3	127-302	127-193	126-220
R2	127-047	127-047	126-197
R1	126-258	126-258	126-173	126-185
PP	126-112	126-112	126-112	126-075
S1	126-003	126-003	126-127	125-250
S2	125-177	125-177	126-103
S3	124-242	125-068	126-080
S4	123-307	124-133	126-010

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	128-160	125-285	2-195	2.1%	0-290	0.7%	22%	False	True	1,936,899
10	131-000	125-285	5-035	4.0%	0-306	0.8%	11%	False	True	1,815,569
20	131-000	125-285	5-035	4.0%	0-222	0.5%	11%	False	True	1,493,947
40	131-235	125-285	5-270	4.6%	0-181	0.4%	10%	False	True	1,291,699
60	131-235	125-285	5-270	4.6%	0-183	0.5%	10%	False	True	1,242,294
80	132-055	125-285	6-090	5.0%	0-184	0.5%	9%	False	True	938,000
100	133-095	125-285	7-130	5.9%	0-176	0.4%	8%	False	True	750,560
120	133-095	125-285	7-130	5.9%	0-162	0.4%	8%	False	True	625,467

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-093
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-024
2.618	128-248
1.618	127-313
1.000	127-155
0.618	127-058
HIGH	126-220
0.618	126-123
0.500	126-092
0.382	126-062
LOW	125-285
0.618	125-127
1.000	125-030
1.618	124-192
2.618	123-257
4.250	122-161

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	126-131	126-178
PP	126-112	126-168
S1	126-092	126-159

Download as Excel Spreadsheet

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

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