ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 02-Dec-2016

Day Change Summary
	Previous	Current
	01-Dec-2016	02-Dec-2016	Change	Change %	Previous Week
Open	124-125	123-305	-0-140	-0.4%	124-235
High	124-145	124-200	0-055	0.1%	125-060
Low	123-190	123-305	0-115	0.3%	123-190
Close	123-315	124-150	0-155	0.4%	124-150
Range	0-275	0-215	-0-060	-21.8%	1-190
ATR	0-228	0-227	-0-001	-0.4%	0-000
Volume	1,893,099	1,453,287	-439,812	-23.2%	8,684,703

Daily Pivots for day following 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-117	126-028	124-268
R3	125-222	125-133	124-209
R2	125-007	125-007	124-189
R1	124-238	124-238	124-170	124-283
PP	124-112	124-112	124-112	124-134
S1	124-023	124-023	124-130	124-068
S2	123-217	123-217	124-111
S3	123-002	123-128	124-091
S4	122-107	122-233	124-032

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	129-063	128-137	125-111
R3	127-193	126-267	124-290
R2	126-003	126-003	124-244
R1	125-077	125-077	124-197	124-265
PP	124-133	124-133	124-133	124-068
S1	123-207	123-207	124-103	123-075
S2	122-263	122-263	124-057
S3	121-073	122-017	124-010
S4	119-203	120-147	123-190

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%	0-213	0.5%	55%	False	False	1,736,940
10	125-150	123-190	1-280	1.5%	0-218	0.5%	47%	False	False	1,212,837
20	130-140	123-190	6-270	5.5%	0-268	0.7%	13%	False	False	622,895
40	130-140	123-190	6-270	5.5%	0-197	0.5%	13%	False	False	312,551
60	131-050	123-190	7-180	6.1%	0-145	0.4%	12%	False	False	208,387

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	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-154
2.618	126-123
1.618	125-228
1.000	125-095
0.618	125-013
HIGH	124-200
0.618	124-118
0.500	124-092
0.382	124-067
LOW	123-305
0.618	123-172
1.000	123-090
1.618	122-277
2.618	122-062
4.250	121-031

Fisher Pivots for day following 02-Dec-2016
Pivot	1 day	3 day
R1	124-131	124-142
PP	124-112	124-133
S1	124-092	124-125

Download as Excel Spreadsheet

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

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