ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	123-175	123-210	0-035	0.1%	124-195
High	123-300	124-055	0-075	0.2%	125-050
Low	123-145	123-210	0-065	0.2%	123-085
Close	123-195	124-010	0-135	0.3%	123-195
Range	0-155	0-165	0-010	6.4%	1-285
ATR	0-227	0-224	-0-003	-1.5%	0-000
Volume	10,007	11,592	1,585	15.8%	38,351

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-160	125-090	124-101
R3	124-315	124-245	124-055
R2	124-150	124-150	124-040
R1	124-080	124-080	124-025	124-115
PP	123-305	123-305	123-305	124-003
S1	123-235	123-235	123-315	123-270
S2	123-140	123-140	123-300
S3	122-295	123-070	123-285
S4	122-130	122-225	123-239

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	129-218	128-172	124-208
R3	127-253	126-207	124-041
R2	125-288	125-288	123-306
R1	124-242	124-242	123-250	124-123
PP	124-003	124-003	124-003	123-264
S1	122-277	122-277	123-140	122-157
S2	122-038	122-038	123-084
S3	120-073	120-312	123-029
S4	118-108	119-027	122-182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-050	123-085	1-285	1.5%	0-224	0.6%	40%	False	False	8,816
10	125-195	123-085	2-110	1.9%	0-194	0.5%	33%	False	False	11,143
20	125-310	123-085	2-225	2.2%	0-207	0.5%	28%	False	False	641,862
40	131-000	123-085	7-235	6.2%	0-224	0.6%	10%	False	False	1,110,537
60	131-235	123-085	8-150	6.8%	0-196	0.5%	9%	False	False	1,103,813
80	131-235	123-085	8-150	6.8%	0-194	0.5%	9%	False	False	1,112,289
100	132-055	123-085	8-290	7.2%	0-191	0.5%	9%	False	False	913,919
120	133-095	123-085	10-010	8.1%	0-184	0.5%	8%	False	False	761,780

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-116
2.618	125-167
1.618	125-002
1.000	124-220
0.618	124-157
HIGH	124-055
0.618	123-312
0.500	123-293
0.382	123-273
LOW	123-210
0.618	123-108
1.000	123-045
1.618	122-263
2.618	122-098
4.250	121-149

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	123-318	123-297
PP	123-305	123-263
S1	123-293	123-230

Download as Excel Spreadsheet

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

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