ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	124-000	123-010	-0-310	-0.8%	124-260
High	124-135	123-045	-1-090	-1.0%	125-020
Low	122-305	122-145	-0-160	-0.4%	123-280
Close	123-130	122-295	-0-155	-0.4%	124-010
Range	1-150	0-220	-0-250	-53.2%	1-060
ATR	0-231	0-236	0-005	2.3%	0-000
Volume	1,764,025	2,089,103	325,078	18.4%	6,050,029

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-288	124-192	123-096
R3	124-068	123-292	123-036
R2	123-168	123-168	123-015
R1	123-072	123-072	122-315	123-010
PP	122-268	122-268	122-268	122-237
S1	122-172	122-172	122-275	122-110
S2	122-048	122-048	122-255
S3	121-148	121-272	122-235
S4	120-248	121-052	122-174

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	127-283	127-047	124-219
R3	126-223	125-307	124-115
R2	125-163	125-163	124-080
R1	124-247	124-247	124-045	124-175
PP	124-103	124-103	124-103	124-068
S1	123-187	123-187	123-295	123-115
S2	123-043	123-043	123-260
S3	121-303	122-127	123-226
S4	120-243	121-067	123-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-180	122-145	2-035	1.7%	0-254	0.6%	22%	False	True	1,597,860
10	125-020	122-145	2-195	2.1%	0-226	0.6%	18%	False	True	1,402,636
20	126-035	122-145	3-210	3.0%	0-226	0.6%	13%	False	True	1,239,550
40	130-140	122-145	7-315	6.5%	0-221	0.6%	6%	False	True	626,733
60	131-050	122-145	8-225	7.1%	0-179	0.5%	5%	False	True	417,938

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	0-052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-020
2.618	124-301
1.618	124-081
1.000	123-265
0.618	123-181
HIGH	123-045
0.618	122-281
0.500	122-255
0.382	122-229
LOW	122-145
0.618	122-009
1.000	121-245
1.618	121-109
2.618	120-209
4.250	119-170

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	122-282	123-140
PP	122-268	123-085
S1	122-255	123-030

Download as Excel Spreadsheet

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

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