ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 129-075 129-025 -0-050 -0.1% 130-165
High 129-145 129-105 -0-040 -0.1% 130-205
Low 129-055 129-000 -0-055 -0.1% 129-065
Close 129-105 129-080 -0-025 -0.1% 129-165
Range 0-090 0-105 0-015 16.7% 1-140
ATR 0-098 0-099 0-000 0.5% 0-000
Volume 570 183 -387 -67.9% 1,117
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-057 130-013 129-138
R3 129-272 129-228 129-109
R2 129-167 129-167 129-099
R1 129-123 129-123 129-090 129-145
PP 129-062 129-062 129-062 129-072
S1 129-018 129-018 129-070 129-040
S2 128-277 128-277 129-061
S3 128-172 128-233 129-051
S4 128-067 128-128 129-022
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
5 129-265 129-000 0-265 0.6% 0-124 0.3% 30% False True 186
10 131-050 129-000 2-050 1.7% 0-128 0.3% 12% False True 206
20 131-050 129-000 2-050 1.7% 0-067 0.2% 12% False True 105
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-231
2.618 130-060
1.618 129-275
1.000 129-210
0.618 129-170
HIGH 129-105
0.618 129-065
0.500 129-052
0.382 129-040
LOW 129-000
0.618 128-255
1.000 128-215
1.618 128-150
2.618 128-045
4.250 127-194
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 129-071 129-095
PP 129-062 129-090
S1 129-052 129-085

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

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