ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 02-Dec-2016

Day Change Summary
	Previous	Current
	01-Dec-2016	02-Dec-2016	Change	Change %	Previous Week
Open	125-030	124-235	-0-115	-0.3%	125-115
High	125-055	125-120	0-065	0.2%	125-265
Low	124-110	124-235	0-125	0.3%	124-110
Close	124-235	125-075	0-160	0.4%	125-075
Range	0-265	0-205	-0-060	-22.6%	1-155
ATR	0-232	0-230	-0-002	-0.8%	0-000
Volume	92,573	42,433	-50,140	-54.2%	4,218,839

Daily Pivots for day following 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	127-012	126-248	125-188
R3	126-127	126-043	125-131
R2	125-242	125-242	125-113
R1	125-158	125-158	125-094	125-200
PP	125-037	125-037	125-037	125-058
S1	124-273	124-273	125-056	124-315
S2	124-152	124-152	125-037
S3	123-267	124-068	125-019
S4	123-062	123-183	124-282

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	129-188	128-287	126-016
R3	128-033	127-132	125-206
R2	126-198	126-198	125-162
R1	125-297	125-297	125-119	125-170
PP	125-043	125-043	125-043	124-300
S1	124-142	124-142	125-031	124-015
S2	123-208	123-208	124-308
S3	122-053	122-307	124-264
S4	120-218	121-152	124-134

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%	0-205	0.5%	60%	False	False	843,767
10	126-050	124-110	1-260	1.4%	0-214	0.5%	49%	False	False	1,458,720
20	131-000	124-110	6-210	5.3%	0-267	0.7%	13%	False	False	1,663,521
40	131-000	124-110	6-210	5.3%	0-202	0.5%	13%	False	False	1,386,684
60	131-235	124-110	7-125	5.9%	0-189	0.5%	12%	False	False	1,294,081
80	131-290	124-110	7-180	6.0%	0-189	0.5%	12%	False	False	1,139,662
100	132-055	124-110	7-265	6.3%	0-186	0.5%	11%	False	False	912,417
120	133-095	124-110	8-305	7.1%	0-180	0.4%	10%	False	False	760,412

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	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-031
2.618	127-017
1.618	126-132
1.000	126-005
0.618	125-247
HIGH	125-120
0.618	125-042
0.500	125-018
0.382	124-313
LOW	124-235
0.618	124-108
1.000	124-030
1.618	123-223
2.618	123-018
4.250	122-004

Fisher Pivots for day following 02-Dec-2016
Pivot	1 day	3 day
R1	125-056	125-059
PP	125-037	125-043
S1	125-018	125-028

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

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