ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 130-260 130-275 0-015 0.0% 130-230
High 131-010 131-050 0-040 0.1% 131-050
Low 130-245 130-185 -0-060 -0.1% 130-185
Close 131-010 130-190 -0-140 -0.3% 130-190
Range 0-085 0-185 0-100 117.6% 0-185
ATR 0-069 0-077 0-008 12.1% 0-000
Volume 96 76 -20 -20.8% 218
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-163 132-042 130-292
R3 131-298 131-177 130-241
R2 131-113 131-113 130-224
R1 130-312 130-312 130-207 130-280
PP 130-248 130-248 130-248 130-233
S1 130-127 130-127 130-173 130-095
S2 130-063 130-063 130-156
S3 129-198 129-262 130-139
S4 129-013 129-077 130-088
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-163 132-042 130-292
R3 131-298 131-177 130-241
R2 131-113 131-113 130-224
R1 130-312 130-312 130-207 130-280
PP 130-248 130-248 130-248 130-233
S1 130-127 130-127 130-173 130-095
S2 130-063 130-063 130-156
S3 129-198 129-262 130-139
S4 129-013 129-077 130-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-050 130-185 0-185 0.4% 0-055 0.1% 3% True True 43
10 131-050 129-195 1-175 1.2% 0-034 0.1% 64% True False 22
20 131-050 129-055 1-315 1.5% 0-017 0.0% 72% True False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 133-196
2.618 132-214
1.618 132-029
1.000 131-235
0.618 131-164
HIGH 131-050
0.618 130-299
0.500 130-278
0.382 130-256
LOW 130-185
0.618 130-071
1.000 130-000
1.618 129-206
2.618 129-021
4.250 128-039
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 130-278 130-278
PP 130-248 130-248
S1 130-219 130-219

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

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