ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 16-Dec-2016

Day Change Summary
	Previous	Current
	15-Dec-2016	16-Dec-2016	Change	Change %	Previous Week
Open	123-010	122-230	-0-100	-0.3%	123-285
High	123-045	123-055	0-010	0.0%	124-135
Low	122-145	122-205	0-060	0.2%	122-145
Close	122-295	122-265	-0-030	-0.1%	122-265
Range	0-220	0-170	-0-050	-22.7%	1-310
ATR	0-236	0-232	-0-005	-2.0%	0-000
Volume	2,089,103	1,324,475	-764,628	-36.6%	7,847,519

Daily Pivots for day following 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-152	124-058	123-039
R3	123-302	123-208	122-312
R2	123-132	123-132	122-296
R1	123-038	123-038	122-281	123-085
PP	122-282	122-282	122-282	122-305
S1	122-188	122-188	122-249	122-235
S2	122-112	122-112	122-234
S3	121-262	122-018	122-218
S4	121-092	121-168	122-171

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	129-045	127-305	123-292
R3	127-055	125-315	123-118
R2	125-065	125-065	123-060
R1	124-005	124-005	123-003	123-200
PP	123-075	123-075	123-075	123-012
S1	122-015	122-015	122-207	121-210
S2	121-085	121-085	122-149
S3	119-095	120-025	122-092
S4	117-105	118-035	121-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-135	122-145	1-310	1.6%	0-244	0.6%	19%	False	False	1,569,503
10	125-020	122-145	2-195	2.1%	0-222	0.6%	14%	False	False	1,389,754
20	125-150	122-145	3-005	2.5%	0-220	0.6%	12%	False	False	1,301,296
40	130-140	122-145	7-315	6.5%	0-223	0.6%	5%	False	False	659,794
60	131-050	122-145	8-225	7.1%	0-181	0.5%	4%	False	False	440,013

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	0-055
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-138
2.618	124-180
1.618	124-010
1.000	123-225
0.618	123-160
HIGH	123-055
0.618	122-310
0.500	122-290
0.382	122-270
LOW	122-205
0.618	122-100
1.000	122-035
1.618	121-250
2.618	121-080
4.250	120-122

Fisher Pivots for day following 16-Dec-2016
Pivot	1 day	3 day
R1	122-290	123-140
PP	122-282	123-075
S1	122-273	123-010

Download as Excel Spreadsheet

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

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