ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 129-155 129-180 0-025 0.1% 130-165
High 129-215 129-190 -0-025 -0.1% 130-205
Low 129-065 129-045 -0-020 0.0% 129-065
Close 129-165 129-080 -0-085 -0.2% 129-165
Range 0-150 0-145 -0-005 -3.3% 1-140
ATR 0-095 0-099 0-004 3.7% 0-000
Volume 150 20 -130 -86.7% 1,117
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-220 130-135 129-160
R3 130-075 129-310 129-120
R2 129-250 129-250 129-107
R1 129-165 129-165 129-093 129-135
PP 129-105 129-105 129-105 129-090
S1 129-020 129-020 129-067 128-310
S2 128-280 128-280 129-053
S3 128-135 128-195 129-040
S4 127-310 128-050 129-000
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
5 130-150 129-045 1-105 1.0% 0-149 0.4% 8% False True 225
10 131-050 129-045 2-005 1.6% 0-109 0.3% 5% False True 135
20 131-050 129-045 2-005 1.6% 0-058 0.1% 5% False True 67
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-166
2.618 130-250
1.618 130-105
1.000 130-015
0.618 129-280
HIGH 129-190
0.618 129-135
0.500 129-118
0.382 129-100
LOW 129-045
0.618 128-275
1.000 128-220
1.618 128-130
2.618 127-305
4.250 127-069
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 129-118 129-155
PP 129-105 129-130
S1 129-093 129-105

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

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