ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 129-135 129-155 0-020 0.0% 130-165
High 129-265 129-215 -0-050 -0.1% 130-205
Low 129-135 129-065 -0-070 -0.2% 129-065
Close 129-135 129-165 0-030 0.1% 129-165
Range 0-130 0-150 0-020 15.4% 1-140
ATR 0-091 0-095 0-004 4.6% 0-000
Volume 10 150 140 1,400.0% 1,117
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-278 130-212 129-248
R3 130-128 130-062 129-206
R2 129-298 129-298 129-192
R1 129-232 129-232 129-179 129-265
PP 129-148 129-148 129-148 129-165
S1 129-082 129-082 129-151 129-115
S2 128-318 128-318 129-137
S3 128-168 128-252 129-124
S4 128-018 128-102 129-082
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 134-032 133-078 130-098
R3 132-212 131-258 129-291
R2 131-072 131-072 129-249
R1 130-118 130-118 129-207 130-025
PP 129-252 129-252 129-252 129-205
S1 128-298 128-298 129-123 128-205
S2 128-112 128-112 129-081
S3 126-292 127-158 129-038
S4 125-152 126-018 128-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-205 129-065 1-140 1.1% 0-134 0.3% 22% False True 223
10 131-050 129-065 1-305 1.5% 0-095 0.2% 16% False True 133
20 131-050 129-055 1-315 1.5% 0-050 0.1% 17% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-213
2.618 130-288
1.618 130-138
1.000 130-045
0.618 129-308
HIGH 129-215
0.618 129-158
0.500 129-140
0.382 129-122
LOW 129-065
0.618 128-292
1.000 128-235
1.618 128-142
2.618 127-312
4.250 127-067
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 129-157 129-202
PP 129-148 129-190
S1 129-140 129-177

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

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