ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 29-Nov-2016

Day Change Summary
	Previous	Current
	28-Nov-2016	29-Nov-2016	Change	Change %	Previous Week
Open	125-115	125-225	0-110	0.3%	125-120
High	125-235	125-265	0-030	0.1%	125-310
Low	125-100	125-115	0-015	0.0%	124-255
Close	125-205	125-245	0-040	0.1%	125-065
Range	0-135	0-150	0-015	11.1%	1-055
ATR	0-231	0-225	-0-006	-2.5%	0-000
Volume	2,507,938	1,214,689	-1,293,249	-51.6%	8,454,099

Daily Pivots for day following 29-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	127-018	126-282	126-007
R3	126-188	126-132	125-286
R2	126-038	126-038	125-272
R1	125-302	125-302	125-259	126-010
PP	125-208	125-208	125-208	125-222
S1	125-152	125-152	125-231	125-180
S2	125-058	125-058	125-217
S3	124-228	125-002	125-204
S4	124-078	124-172	125-163

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%	0-190	0.5%	83%	False	False	2,108,150
10	126-315	124-255	2-060	1.7%	0-217	0.5%	44%	False	False	1,929,121
20	131-000	124-255	6-065	4.9%	0-257	0.6%	16%	False	False	1,840,153
40	131-010	124-255	6-075	5.0%	0-196	0.5%	16%	False	False	1,472,048
60	131-235	124-255	6-300	5.5%	0-187	0.5%	14%	False	False	1,341,787
80	131-290	124-255	7-035	5.7%	0-185	0.5%	14%	False	False	1,133,771
100	132-255	124-255	8-000	6.4%	0-183	0.5%	12%	False	False	907,488
120	133-095	124-255	8-160	6.8%	0-175	0.4%	11%	False	False	756,277

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-262
2.618	127-018
1.618	126-188
1.000	126-095
0.618	126-038
HIGH	125-265
0.618	125-208
0.500	125-190
0.382	125-172
LOW	125-115
0.618	125-022
1.000	124-285
1.618	124-192
2.618	124-042
4.250	123-118

Fisher Pivots for day following 29-Nov-2016
Pivot	1 day	3 day
R1	125-227	125-197
PP	125-208	125-148
S1	125-190	125-100

Download as Excel Spreadsheet

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

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