ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 129-135 129-105 -0-030 -0.1% 129-180
High 129-200 129-195 -0-005 0.0% 129-220
Low 129-065 129-045 -0-020 0.0% 129-000
Close 129-090 129-170 0-080 0.2% 129-090
Range 0-135 0-150 0-015 11.1% 0-220
ATR 0-104 0-107 0-003 3.2% 0-000
Volume 516 1,664 1,148 222.5% 2,260
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-267 130-208 129-253
R3 130-117 130-058 129-211
R2 129-287 129-287 129-198
R1 129-228 129-228 129-184 129-258
PP 129-137 129-137 129-137 129-151
S1 129-078 129-078 129-156 129-108
S2 128-307 128-307 129-143
S3 128-157 128-248 129-129
S4 128-007 128-098 129-088
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% 0-118 0.3% 77% False False 780
10 130-150 129-000 1-150 1.1% 0-134 0.3% 36% False False 503
20 131-050 129-000 2-050 1.7% 0-087 0.2% 25% False False 263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 131-193
2.618 130-268
1.618 130-118
1.000 130-025
0.618 129-288
HIGH 129-195
0.618 129-138
0.500 129-120
0.382 129-102
LOW 129-045
0.618 128-272
1.000 128-215
1.618 128-122
2.618 127-292
4.250 127-047
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 129-153 129-158
PP 129-137 129-145
S1 129-120 129-132

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

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