ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 129-025 129-125 0-100 0.2% 130-165
High 129-105 129-220 0-115 0.3% 130-205
Low 129-000 129-110 0-110 0.3% 129-065
Close 129-080 129-200 0-120 0.3% 129-165
Range 0-105 0-110 0-005 4.8% 1-140
ATR 0-099 0-102 0-003 3.0% 0-000
Volume 183 971 788 430.6% 1,117
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-187 130-143 129-260
R3 130-077 130-033 129-230
R2 129-287 129-287 129-220
R1 129-243 129-243 129-210 129-265
PP 129-177 129-177 129-177 129-188
S1 129-133 129-133 129-190 129-155
S2 129-067 129-067 129-180
S3 128-277 129-023 129-170
S4 128-167 128-233 129-140
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
5 129-220 129-000 0-220 0.5% 0-120 0.3% 91% True False 378
10 131-050 129-000 2-050 1.7% 0-130 0.3% 29% False False 293
20 131-050 129-000 2-050 1.7% 0-073 0.2% 29% False False 154
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 3 trading days
Fibonacci Retracements and Extensions
4.250 131-047
2.618 130-188
1.618 130-078
1.000 130-010
0.618 129-288
HIGH 129-220
0.618 129-178
0.500 129-165
0.382 129-152
LOW 129-110
0.618 129-042
1.000 129-000
1.618 128-252
2.618 128-142
4.250 127-283
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 129-188 129-170
PP 129-177 129-140
S1 129-165 129-110

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

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