ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 01-Dec-2016

Day Change Summary
	Previous	Current
	30-Nov-2016	01-Dec-2016	Change	Change %	Previous Week
Open	125-255	125-030	-0-225	-0.6%	125-120
High	125-265	125-055	-0-210	-0.5%	125-310
Low	124-315	124-110	-0-205	-0.5%	124-255
Close	125-075	124-235	-0-160	-0.4%	125-065
Range	0-270	0-265	-0-005	-1.8%	1-055
ATR	0-228	0-232	0-004	1.8%	0-000
Volume	361,206	92,573	-268,633	-74.4%	8,454,099

Daily Pivots for day following 01-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	127-075	126-260	125-061
R3	126-130	125-315	124-308
R2	125-185	125-185	124-284
R1	125-050	125-050	124-259	124-305
PP	124-240	124-240	124-240	124-208
S1	124-105	124-105	124-211	124-040
S2	123-295	123-295	124-186
S3	123-030	123-160	124-162
S4	122-085	122-215	124-089

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	125-265	124-110	1-155	1.2%	0-202	0.5%	26%	False	True	1,131,120
10	126-245	124-110	2-135	1.9%	0-223	0.6%	16%	False	True	1,615,099
20	131-000	124-110	6-210	5.3%	0-265	0.7%	6%	False	True	1,715,334
40	131-000	124-110	6-210	5.3%	0-201	0.5%	6%	False	True	1,418,100
60	131-235	124-110	7-125	5.9%	0-190	0.5%	5%	False	True	1,314,307
80	131-290	124-110	7-180	6.1%	0-189	0.5%	5%	False	True	1,139,200
100	132-055	124-110	7-265	6.3%	0-185	0.5%	5%	False	True	911,993
120	133-095	124-110	8-305	7.2%	0-178	0.4%	4%	False	True	760,058

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	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-221
2.618	127-109
1.618	126-164
1.000	126-000
0.618	125-219
HIGH	125-055
0.618	124-274
0.500	124-243
0.382	124-211
LOW	124-110
0.618	123-266
1.000	123-165
1.618	123-001
2.618	122-056
4.250	120-264

Fisher Pivots for day following 01-Dec-2016
Pivot	1 day	3 day
R1	124-243	125-028
PP	124-240	124-310
S1	124-238	124-273

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

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