ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 28-Nov-2016

Day Change Summary
	Previous	Current
	25-Nov-2016	28-Nov-2016	Change	Change %	Previous Week
Open	125-120	125-115	-0-005	0.0%	125-120
High	125-125	125-235	0-110	0.3%	125-310
Low	124-255	125-100	0-165	0.4%	124-255
Close	125-065	125-205	0-140	0.3%	125-065
Range	0-190	0-135	-0-055	-28.9%	1-055
ATR	0-236	0-231	-0-005	-2.0%	0-000
Volume	1,479,196	2,507,938	1,028,742	69.5%	8,454,099

Daily Pivots for day following 28-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-265	126-210	125-279
R3	126-130	126-075	125-242
R2	125-315	125-315	125-230
R1	125-260	125-260	125-217	125-288
PP	125-180	125-180	125-180	125-194
S1	125-125	125-125	125-193	125-152
S2	125-045	125-045	125-180
S3	124-230	124-310	125-168
S4	124-095	124-175	125-131

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	125-310	124-255	1-055	0.9%	0-196	0.5%	72%	False	False	2,192,407
10	127-070	124-255	2-135	1.9%	0-242	0.6%	35%	False	False	2,051,598
20	131-000	124-255	6-065	4.9%	0-253	0.6%	14%	False	False	1,833,779
40	131-075	124-255	6-140	5.1%	0-195	0.5%	13%	False	False	1,461,057
60	131-235	124-255	6-300	5.5%	0-189	0.5%	12%	False	False	1,344,533
80	132-025	124-255	7-090	5.8%	0-187	0.5%	12%	False	False	1,118,649
100	132-295	124-255	8-040	6.5%	0-184	0.5%	10%	False	False	895,342
120	133-095	124-255	8-160	6.8%	0-175	0.4%	10%	False	False	746,154

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	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-169
2.618	126-268
1.618	126-133
1.000	126-050
0.618	125-318
HIGH	125-235
0.618	125-183
0.500	125-168
0.382	125-152
LOW	125-100
0.618	125-017
1.000	124-285
1.618	124-202
2.618	124-067
4.250	123-166

Fisher Pivots for day following 28-Nov-2016
Pivot	1 day	3 day
R1	125-192	125-175
PP	125-180	125-145
S1	125-168	125-115

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

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