ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 25-Nov-2016

Day Change Summary
	Previous	Current
	23-Nov-2016	25-Nov-2016	Change	Change %	Previous Week
Open	125-230	125-120	-0-110	-0.3%	125-120
High	125-295	125-125	-0-170	-0.4%	125-310
Low	124-275	124-255	-0-020	-0.1%	124-255
Close	125-115	125-065	-0-050	-0.1%	125-065
Range	1-020	0-190	-0-150	-44.1%	1-055
ATR	0-239	0-236	-0-004	-1.5%	0-000
Volume	3,075,104	1,479,196	-1,595,908	-51.9%	8,454,099

Daily Pivots for day following 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-292	126-208	125-169
R3	126-102	126-018	125-117
R2	125-232	125-232	125-100
R1	125-148	125-148	125-082	125-095
PP	125-042	125-042	125-042	125-015
S1	124-278	124-278	125-048	124-225
S2	124-172	124-172	125-030
S3	123-302	124-088	125-013
S4	123-112	123-218	124-281

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-268	128-062	125-271
R3	127-213	127-007	125-168
R2	126-158	126-158	125-134
R1	125-272	125-272	125-099	125-188
PP	125-103	125-103	125-103	125-061
S1	124-217	124-217	125-031	124-132
S2	124-048	124-048	124-316
S3	122-313	123-162	124-282
S4	121-258	122-107	124-179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-050	124-255	1-115	1.1%	0-223	0.6%	30%	False	True	2,073,673
10	127-220	124-255	2-285	2.3%	0-248	0.6%	14%	False	True	1,860,421
20	131-000	124-255	6-065	5.0%	0-254	0.6%	7%	False	True	1,777,906
40	131-235	124-255	6-300	5.5%	0-197	0.5%	6%	False	True	1,440,134
60	131-235	124-255	6-300	5.5%	0-190	0.5%	6%	False	True	1,325,969
80	132-040	124-255	7-105	5.9%	0-188	0.5%	6%	False	True	1,087,502
100	132-295	124-255	8-040	6.5%	0-183	0.5%	5%	False	True	870,263
120	133-095	124-255	8-160	6.8%	0-174	0.4%	5%	False	True	725,255

Crabel Price Patterns
NR	True
NR4	False
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	0-048
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-292
2.618	126-302
1.618	126-112
1.000	125-315
0.618	125-242
HIGH	125-125
0.618	125-052
0.500	125-030
0.382	125-008
LOW	124-255
0.618	124-138
1.000	124-065
1.618	123-268
2.618	123-078
4.250	122-088

Fisher Pivots for day following 25-Nov-2016
Pivot	1 day	3 day
R1	125-053	125-123
PP	125-042	125-103
S1	125-030	125-084

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

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