ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	124-195	124-280	0-085	0.2%	125-195
High	124-290	125-025	0-055	0.1%	125-245
Low	124-095	124-190	0-095	0.2%	124-210
Close	124-245	124-215	-0-030	-0.1%	124-255
Range	0-195	0-155	-0-040	-20.5%	1-035
ATR	0-216	0-212	-0-004	-2.0%	0-000
Volume	5,861	3,337	-2,524	-43.1%	114,375

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-075	125-300	124-300
R3	125-240	125-145	124-258
R2	125-085	125-085	124-243
R1	124-310	124-310	124-229	124-280
PP	124-250	124-250	124-250	124-235
S1	124-155	124-155	124-201	124-125
S2	124-095	124-095	124-187
S3	123-260	124-000	124-172
S4	123-105	123-165	124-130

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%	0-180	0.5%	29%	False	False	10,733
10	125-265	124-095	1-170	1.2%	0-204	0.5%	24%	False	False	61,978
20	126-315	124-095	2-220	2.2%	0-210	0.5%	14%	False	False	995,550
40	131-000	124-095	6-225	5.4%	0-210	0.5%	6%	False	False	1,207,053
60	131-235	124-095	7-140	6.0%	0-189	0.5%	5%	False	False	1,164,785
80	131-235	124-095	7-140	6.0%	0-188	0.5%	5%	False	False	1,139,064
100	132-055	124-095	7-280	6.3%	0-187	0.5%	5%	False	False	913,614
120	133-095	124-095	9-000	7.2%	0-186	0.5%	4%	False	False	761,442

Crabel Price Patterns
NR	True
NR4	True
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	0-038
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-044
2.618	126-111
1.618	125-276
1.000	125-180
0.618	125-121
HIGH	125-025
0.618	124-286
0.500	124-268
0.382	124-249
LOW	124-190
0.618	124-094
1.000	124-035
1.618	123-259
2.618	123-104
4.250	122-171

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	124-268	124-253
PP	124-250	124-240
S1	124-233	124-228

Download as Excel Spreadsheet

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

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