ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 129-280 129-135 -0-145 -0.3% 130-230
High 130-020 129-265 -0-075 -0.2% 131-050
Low 129-190 129-135 -0-055 -0.1% 130-185
Close 129-220 129-135 -0-085 -0.2% 130-190
Range 0-150 0-130 -0-020 -13.3% 0-185
ATR 0-088 0-091 0-003 3.4% 0-000
Volume 141 10 -131 -92.9% 218
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-248 130-162 129-206
R3 130-118 130-032 129-171
R2 129-308 129-308 129-159
R1 129-222 129-222 129-147 129-200
PP 129-178 129-178 129-178 129-168
S1 129-092 129-092 129-123 129-070
S2 129-048 129-048 129-111
S3 128-238 128-282 129-099
S4 128-108 128-152 129-064
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
5 131-050 129-135 1-235 1.3% 0-141 0.3% 0% False True 208
10 131-050 129-135 1-235 1.3% 0-080 0.2% 0% False True 118
20 131-050 129-055 1-315 1.5% 0-043 0.1% 13% False False 59
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 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-177
2.618 130-285
1.618 130-155
1.000 130-075
0.618 130-025
HIGH 129-265
0.618 129-215
0.500 129-200
0.382 129-185
LOW 129-135
0.618 129-055
1.000 129-005
1.618 128-245
2.618 128-115
4.250 127-223
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 129-200 129-303
PP 129-178 129-247
S1 129-157 129-191

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

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