ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 129-105 129-185 0-080 0.2% 129-180
High 129-195 129-245 0-050 0.1% 129-220
Low 129-045 129-130 0-085 0.2% 129-000
Close 129-170 129-225 0-055 0.1% 129-090
Range 0-150 0-115 -0-035 -23.4% 0-220
ATR 0-107 0-108 0-001 0.5% 0-000
Volume 1,664 922 -742 -44.6% 2,260
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-225 130-180 129-288
R3 130-110 130-065 129-257
R2 129-315 129-315 129-246
R1 129-270 129-270 129-236 129-292
PP 129-200 129-200 129-200 129-211
S1 129-155 129-155 129-214 129-178
S2 129-085 129-085 129-204
S3 128-290 129-040 129-193
S4 128-175 128-245 129-162
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
5 129-245 129-000 0-245 0.6% 0-123 0.3% 92% True False 851
10 130-020 129-000 1-020 0.8% 0-128 0.3% 66% False False 514
20 131-050 129-000 2-050 1.7% 0-093 0.2% 33% False False 309
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 0-037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-094
2.618 130-226
1.618 130-111
1.000 130-040
0.618 129-316
HIGH 129-245
0.618 129-201
0.500 129-188
0.382 129-174
LOW 129-130
0.618 129-059
1.000 129-015
1.618 128-264
2.618 128-149
4.250 127-281
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 129-212 129-198
PP 129-200 129-172
S1 129-188 129-145

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

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