ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 01-Dec-2016

Day Change Summary
	Previous	Current
	30-Nov-2016	01-Dec-2016	Change	Change %	Previous Week
Open	125-045	124-125	-0-240	-0.6%	124-210
High	125-060	124-145	-0-235	-0.6%	125-100
Low	124-085	123-190	-0-215	-0.5%	124-050
Close	124-165	123-315	-0-170	-0.4%	124-185
Range	0-295	0-275	-0-020	-6.8%	1-050
ATR	0-223	0-228	0-005	2.3%	0-000
Volume	2,266,308	1,893,099	-373,209	-16.5%	3,353,473

Daily Pivots for day following 01-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-188	126-047	124-146
R3	125-233	125-092	124-071
R2	124-278	124-278	124-045
R1	124-137	124-137	124-020	124-070
PP	124-003	124-003	124-003	123-290
S1	123-182	123-182	123-290	123-115
S2	123-048	123-048	123-265
S3	122-093	122-227	123-239
S4	121-138	121-272	123-164

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-048	127-167	125-068
R3	126-318	126-117	124-287
R2	125-268	125-268	124-253
R1	125-067	125-067	124-219	124-302
PP	124-218	124-218	124-218	124-176
S1	124-017	124-017	124-151	123-253
S2	123-168	123-168	124-117
S3	122-118	122-287	124-083
S4	121-068	121-237	123-302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-060	123-190	1-190	1.3%	0-208	0.5%	25%	False	True	1,594,538
10	126-035	123-190	2-165	2.0%	0-226	0.6%	16%	False	True	1,076,464
20	130-140	123-190	6-270	5.5%	0-265	0.7%	6%	False	True	550,787
40	130-140	123-190	6-270	5.5%	0-195	0.5%	6%	False	True	276,219
60	131-050	123-190	7-180	6.1%	0-142	0.4%	5%	False	True	184,166

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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-034
2.618	126-225
1.618	125-270
1.000	125-100
0.618	124-315
HIGH	124-145
0.618	124-040
0.500	124-008
0.382	123-295
LOW	123-190
0.618	123-020
1.000	122-235
1.618	122-065
2.618	121-110
4.250	119-301

Fisher Pivots for day following 01-Dec-2016
Pivot	1 day	3 day
R1	124-008	124-125
PP	124-003	124-082
S1	123-319	124-038

Download as Excel Spreadsheet

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

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