ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 08-Dec-2016

Day Change Summary
	Previous	Current
	07-Dec-2016	08-Dec-2016	Change	Change %	Previous Week
Open	125-075	125-195	0-120	0.3%	125-115
High	125-185	125-195	0-010	0.0%	125-265
Low	125-045	124-305	-0-060	-0.1%	124-110
Close	125-175	125-090	-0-085	-0.2%	125-075
Range	0-140	0-210	0-070	50.0%	1-155
ATR	0-219	0-219	-0-001	-0.3%	0-000
Volume	17,059	18,868	1,809	10.6%	4,218,839

Daily Pivots for day following 08-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	127-080	126-295	125-206
R3	126-190	126-085	125-148
R2	125-300	125-300	125-129
R1	125-195	125-195	125-109	125-143
PP	125-090	125-090	125-090	125-064
S1	124-305	124-305	125-071	124-252
S2	124-200	124-200	125-052
S3	123-310	124-095	125-032
S4	123-100	123-205	124-295

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	125-245	124-235	1-010	0.8%	0-191	0.5%	53%	False	False	29,652
10	125-265	124-110	1-155	1.2%	0-196	0.5%	63%	False	False	580,386
20	128-160	124-110	4-050	3.3%	0-232	0.6%	23%	False	False	1,299,187
40	131-000	124-110	6-210	5.3%	0-207	0.5%	14%	False	False	1,286,168
60	131-235	124-110	7-125	5.9%	0-188	0.5%	13%	False	False	1,212,926
80	131-235	124-110	7-125	5.9%	0-187	0.5%	13%	False	False	1,140,296
100	132-055	124-110	7-265	6.2%	0-187	0.5%	12%	False	False	913,457
120	133-095	124-110	8-305	7.1%	0-183	0.5%	10%	False	False	761,294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-128
2.618	127-105
1.618	126-215
1.000	126-085
0.618	126-005
HIGH	125-195
0.618	125-115
0.500	125-090
0.382	125-065
LOW	124-305
0.618	124-175
1.000	124-095
1.618	123-285
2.618	123-075
4.250	122-052

Fisher Pivots for day following 08-Dec-2016
Pivot	1 day	3 day
R1	125-090	125-090
PP	125-090	125-090
S1	125-090	125-090

Download as Excel Spreadsheet

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

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