ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	120-230	120-015	-0-215	-0.6%	120-245
High	121-215	120-105	-1-110	-1.1%	121-087
Low	119-287	119-198	-0-090	-0.2%	120-190
Close	120-007	119-250	-0-077	-0.2%	121-058
Range	1-248	0-227	-1-020	-59.9%	0-217
ATR	0-123	0-130	0-007	6.1%	0-000
Volume	2,385,290	1,588,235	-797,055	-33.4%	3,307,377

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-013	121-199	120-055
R3	121-106	120-292	119-313
R2	120-198	120-198	119-292
R1	120-064	120-064	119-271	120-018
PP	119-291	119-291	119-291	119-268
S1	119-157	119-157	119-229	119-110
S2	119-063	119-063	119-208
S3	118-156	118-249	119-187
S4	117-248	118-022	119-125

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-017	122-255	121-177
R3	122-120	122-037	121-117
R2	121-222	121-222	121-097
R1	121-140	121-140	121-077	121-181
PP	121-005	121-005	121-005	121-026
S1	120-243	120-243	121-038	120-284
S2	120-108	120-108	121-018
S3	119-210	120-025	120-318
S4	118-313	119-128	120-258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-215	119-198	2-018	1.7%	0-211	0.6%	8%	False	True	1,161,559
10	121-215	119-198	2-018	1.7%	0-152	0.4%	8%	False	True	915,099
20	121-215	119-198	2-018	1.7%	0-111	0.3%	8%	False	True	724,469
40	121-270	119-198	2-073	1.9%	0-098	0.3%	7%	False	True	627,506
60	121-270	119-198	2-073	1.9%	0-101	0.3%	7%	False	True	635,239
80	122-055	119-198	2-178	2.1%	0-103	0.3%	6%	False	True	478,956
100	122-162	119-198	2-285	2.4%	0-086	0.2%	6%	False	True	383,198
120	122-162	119-198	2-285	2.4%	0-072	0.2%	6%	False	True	319,332

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	0-053
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-112
2.618	122-061
1.618	121-153
1.000	121-012
0.618	120-246
HIGH	120-105
0.618	120-018
0.500	119-311
0.382	119-284
LOW	119-198
0.618	119-057
1.000	118-290
1.618	118-149
2.618	117-242
4.250	116-191

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	119-311	120-206
PP	119-291	120-114
S1	119-270	120-022

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

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