ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 06-Dec-2016

Day Change Summary
	Previous	Current
	05-Dec-2016	06-Dec-2016	Change	Change %	Previous Week
Open	124-260	124-140	-0-120	-0.3%	124-235
High	125-020	124-200	-0-140	-0.3%	125-060
Low	124-000	124-125	0-125	0.3%	123-190
Close	124-150	124-150	0-000	0.0%	124-150
Range	1-020	0-075	-0-265	-77.9%	1-190
ATR	0-235	0-224	-0-011	-4.9%	0-000
Volume	1,503,965	844,697	-659,268	-43.8%	8,684,703

Daily Pivots for day following 06-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-063	125-022	124-191
R3	124-308	124-267	124-171
R2	124-233	124-233	124-164
R1	124-192	124-192	124-157	124-213
PP	124-158	124-158	124-158	124-169
S1	124-117	124-117	124-143	124-138
S2	124-083	124-083	124-136
S3	124-008	124-042	124-129
S4	123-253	123-287	124-109

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%	0-240	0.6%	55%	False	False	1,592,271
10	125-100	123-190	1-230	1.4%	0-214	0.5%	51%	False	False	1,405,058
20	130-140	123-190	6-270	5.5%	0-278	0.7%	13%	False	False	739,816
40	130-140	123-190	6-270	5.5%	0-200	0.5%	13%	False	False	371,263
60	131-050	123-190	7-180	6.1%	0-152	0.4%	12%	False	False	247,531

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	125-199
2.618	125-076
1.618	125-001
1.000	124-275
0.618	124-246
HIGH	124-200
0.618	124-171
0.500	124-162
0.382	124-154
LOW	124-125
0.618	124-079
1.000	124-050
1.618	124-004
2.618	123-249
4.250	123-126

Fisher Pivots for day following 06-Dec-2016
Pivot	1 day	3 day
R1	124-162	124-162
PP	124-158	124-158
S1	124-154	124-154

Download as Excel Spreadsheet

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

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