ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 12-Dec-2016

Day Change Summary
	Previous	Current
	09-Dec-2016	12-Dec-2016	Change	Change %	Previous Week
Open	125-000	124-195	-0-125	-0.3%	125-195
High	125-090	124-290	-0-120	-0.3%	125-245
Low	124-210	124-095	-0-115	-0.3%	124-210
Close	124-255	124-245	-0-010	0.0%	124-255
Range	0-200	0-195	-0-005	-2.5%	1-035
ATR	0-217	0-216	-0-002	-0.7%	0-000
Volume	8,544	5,861	-2,683	-31.4%	114,375

Daily Pivots for day following 12-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-155	126-075	125-032
R3	125-280	125-200	124-299
R2	125-085	125-085	124-281
R1	125-005	125-005	124-263	125-045
PP	124-210	124-210	124-210	124-230
S1	124-130	124-130	124-227	124-170
S2	124-015	124-015	124-209
S3	123-140	123-255	124-191
S4	122-265	123-060	124-138

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-128	127-227	125-130
R3	127-093	126-192	125-033
R2	126-058	126-058	125-000
R1	125-157	125-157	124-288	125-090
PP	125-023	125-023	125-023	124-310
S1	124-122	124-122	124-222	124-055
S2	123-308	123-308	124-190
S3	122-273	123-087	124-157
S4	121-238	122-052	124-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-195	124-095	1-100	1.1%	0-163	0.4%	36%	False	True	13,470
10	125-265	124-095	1-170	1.2%	0-203	0.5%	31%	False	True	183,113
20	127-070	124-095	2-295	2.3%	0-223	0.6%	16%	False	True	1,117,356
40	131-000	124-095	6-225	5.4%	0-210	0.5%	7%	False	True	1,227,931
60	131-235	124-095	7-140	6.0%	0-188	0.5%	6%	False	True	1,174,348
80	131-235	124-095	7-140	6.0%	0-188	0.5%	6%	False	True	1,140,011
100	132-055	124-095	7-280	6.3%	0-188	0.5%	6%	False	True	913,583
120	133-095	124-095	9-000	7.2%	0-186	0.5%	5%	False	True	761,414

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	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-159
2.618	126-161
1.618	125-286
1.000	125-165
0.618	125-091
HIGH	124-290
0.618	124-216
0.500	124-193
0.382	124-170
LOW	124-095
0.618	123-294
1.000	123-220
1.618	123-099
2.618	122-224
4.250	121-226

Fisher Pivots for day following 12-Dec-2016
Pivot	1 day	3 day
R1	124-227	124-305
PP	124-210	124-285
S1	124-193	124-265

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

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