ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 23-Dec-2016

Day Change Summary
	Previous	Current
	22-Dec-2016	23-Dec-2016	Change	Change %	Previous Week
Open	123-115	123-085	-0-030	-0.1%	122-265
High	123-135	123-150	0-015	0.0%	123-150
Low	123-015	123-065	0-050	0.1%	122-260
Close	123-085	123-115	0-030	0.1%	123-115
Range	0-120	0-085	-0-035	-29.1%	0-210
ATR	0-209	0-200	-0-009	-4.2%	0-000
Volume	585,524	287,288	-298,236	-50.9%	3,203,342

Daily Pivots for day following 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-045	124-005	123-162
R3	123-280	123-240	123-138
R2	123-195	123-195	123-131
R1	123-155	123-155	123-123	123-175
PP	123-110	123-110	123-110	123-120
S1	123-070	123-070	123-107	123-090
S2	123-025	123-025	123-099
S3	122-260	122-305	123-092
S4	122-175	122-220	123-068

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-058	124-297	123-231
R3	124-168	124-087	123-173
R2	123-278	123-278	123-154
R1	123-197	123-197	123-134	123-238
PP	123-068	123-068	123-068	123-089
S1	122-307	122-307	123-096	123-028
S2	122-178	122-178	123-077
S3	121-288	122-097	123-057
S4	121-078	121-207	122-319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-150	122-260	0-210	0.5%	0-132	0.3%	83%	True	False	640,668
10	124-135	122-145	1-310	1.6%	0-188	0.5%	46%	False	False	1,105,086
20	125-060	122-145	2-235	2.2%	0-197	0.5%	33%	False	False	1,289,279
40	130-140	122-145	7-315	6.5%	0-224	0.6%	11%	False	False	739,643
60	131-050	122-145	8-225	7.1%	0-191	0.5%	10%	False	False	493,400
80	131-050	122-145	8-225	7.1%	0-145	0.4%	10%	False	False	370,051

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-047
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	124-191
2.618	124-053
1.618	123-288
1.000	123-235
0.618	123-203
HIGH	123-150
0.618	123-118
0.500	123-108
0.382	123-097
LOW	123-065
0.618	123-012
1.000	122-300
1.618	122-247
2.618	122-162
4.250	122-024

Fisher Pivots for day following 23-Dec-2016
Pivot	1 day	3 day
R1	123-113	123-103
PP	123-110	123-090
S1	123-108	123-078

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

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