ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	128-255	128-315	0-060	0.1%	129-260
High	129-025	129-040	0-015	0.0%	129-290
Low	128-210	128-300	0-090	0.2%	128-210
Close	128-315	129-015	0-020	0.0%	128-315
Range	0-135	0-060	-0-075	-55.5%	1-080
ATR	0-115	0-111	-0-004	-3.4%	0-000
Volume	3,193	3,037	-156	-4.9%	10,563

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	129-192	129-163	129-048
R3	129-132	129-103	129-032
R2	129-072	129-072	129-026
R1	129-043	129-043	129-021	129-058
PP	129-012	129-012	129-012	129-019
S1	128-303	128-303	129-010	128-318
S2	128-272	128-272	129-004
S3	128-212	128-243	128-319
S4	128-152	128-183	128-302

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-298	132-067	129-215
R3	131-218	130-307	129-105
R2	130-138	130-138	129-068
R1	129-227	129-227	129-032	129-143
PP	129-058	129-058	129-058	129-016
S1	128-147	128-147	128-278	128-063
S2	127-298	127-298	128-242
S3	126-218	127-067	128-205
S4	125-138	125-307	128-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-245	128-210	1-035	0.9%	0-125	0.3%	35%	False	False	2,539
10	129-290	128-210	1-080	1.0%	0-112	0.3%	31%	False	False	1,937
20	130-150	128-210	1-260	1.4%	0-123	0.3%	22%	False	False	1,220
40	131-050	128-210	2-160	1.9%	0-071	0.2%	16%	False	False	616

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-024
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	129-295
2.618	129-197
1.618	129-137
1.000	129-100
0.618	129-077
HIGH	129-040
0.618	129-017
0.500	129-010
0.382	129-003
LOW	128-300
0.618	128-263
1.000	128-240
1.618	128-203
2.618	128-143
4.250	128-045

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	129-013	129-010
PP	129-012	129-005
S1	129-010	129-000

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

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