ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 06-Dec-2016

Day Change Summary
	Previous	Current
	05-Dec-2016	06-Dec-2016	Change	Change %	Previous Week
Open	125-195	125-050	-0-145	-0.4%	125-115
High	125-245	125-110	-0-135	-0.3%	125-265
Low	124-235	125-040	0-125	0.3%	124-110
Close	125-060	125-065	0-005	0.0%	125-075
Range	1-010	0-070	-0-260	-78.8%	1-155
ATR	0-238	0-226	-0-012	-5.0%	0-000
Volume	52,882	17,022	-35,860	-67.8%	4,218,839

Daily Pivots for day following 06-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-282	125-243	125-104
R3	125-212	125-173	125-084
R2	125-142	125-142	125-078
R1	125-103	125-103	125-071	125-123
PP	125-072	125-072	125-072	125-081
S1	125-033	125-033	125-059	125-052
S2	125-002	125-002	125-052
S3	124-252	124-283	125-046
S4	124-182	124-213	125-026

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%	0-228	0.6%	58%	False	False	113,223
10	125-310	124-110	1-200	1.3%	0-209	0.5%	53%	False	False	1,110,686
20	131-000	124-110	6-210	5.3%	0-276	0.7%	13%	False	False	1,560,793
40	131-000	124-110	6-210	5.3%	0-204	0.5%	13%	False	False	1,343,600
60	131-235	124-110	7-125	5.9%	0-191	0.5%	12%	False	False	1,253,949
80	131-235	124-110	7-125	5.9%	0-188	0.5%	12%	False	False	1,140,267
100	132-055	124-110	7-265	6.3%	0-186	0.5%	11%	False	False	913,109
120	133-095	124-110	8-305	7.2%	0-182	0.5%	10%	False	False	760,994

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	126-088
2.618	125-293
1.618	125-223
1.000	125-180
0.618	125-153
HIGH	125-110
0.618	125-083
0.500	125-075
0.382	125-067
LOW	125-040
0.618	124-317
1.000	124-290
1.618	124-247
2.618	124-177
4.250	124-062

Fisher Pivots for day following 06-Dec-2016
Pivot	1 day	3 day
R1	125-075	125-080
PP	125-072	125-075
S1	125-068	125-070

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

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