ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 129-125 129-135 0-010 0.0% 129-180
High 129-220 129-200 -0-020 0.0% 129-220
Low 129-110 129-065 -0-045 -0.1% 129-000
Close 129-200 129-090 -0-110 -0.3% 129-090
Range 0-110 0-135 0-025 22.8% 0-220
ATR 0-102 0-104 0-002 2.4% 0-000
Volume 971 516 -455 -46.9% 2,260
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-203 130-122 129-164
R3 130-068 129-307 129-127
R2 129-253 129-253 129-115
R1 129-172 129-172 129-102 129-145
PP 129-118 129-118 129-118 129-105
S1 129-037 129-037 129-078 129-010
S2 128-303 128-303 129-065
S3 128-168 128-222 129-053
S4 128-033 128-087 129-016
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-123 131-007 129-211
R3 130-223 130-107 129-151
R2 130-003 130-003 129-130
R1 129-207 129-207 129-110 129-155
PP 129-103 129-103 129-103 129-078
S1 128-307 128-307 129-070 128-255
S2 128-203 128-203 129-050
S3 127-303 128-087 129-030
S4 127-083 127-187 128-289
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% 0-117 0.3% 41% False False 452
10 130-205 129-000 1-205 1.3% 0-125 0.3% 17% False False 337
20 131-050 129-000 2-050 1.7% 0-080 0.2% 13% False False 179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-134
2.618 130-233
1.618 130-098
1.000 130-015
0.618 129-283
HIGH 129-200
0.618 129-148
0.500 129-132
0.382 129-117
LOW 129-065
0.618 128-302
1.000 128-250
1.618 128-167
2.618 128-032
4.250 127-131
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 129-132 129-110
PP 129-118 129-103
S1 129-104 129-097

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

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