ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 129-185 129-265 0-080 0.2% 129-180
High 129-245 129-270 0-025 0.1% 129-220
Low 129-130 129-185 0-055 0.1% 129-000
Close 129-225 129-215 -0-010 0.0% 129-090
Range 0-115 0-085 -0-030 -26.1% 0-220
ATR 0-108 0-106 -0-002 -1.5% 0-000
Volume 922 785 -137 -14.9% 2,260
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-158 130-112 129-262
R3 130-073 130-027 129-238
R2 129-308 129-308 129-231
R1 129-262 129-262 129-223 129-243
PP 129-223 129-223 129-223 129-214
S1 129-177 129-177 129-207 129-157
S2 129-138 129-138 129-199
S3 129-053 129-092 129-192
S4 128-288 129-007 129-168
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
5 129-270 129-045 0-225 0.5% 0-119 0.3% 76% True False 971
10 129-270 129-000 0-270 0.7% 0-122 0.3% 80% True False 579
20 131-050 129-000 2-050 1.7% 0-094 0.2% 31% False False 348
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0-031
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 130-311
2.618 130-173
1.618 130-088
1.000 130-035
0.618 130-003
HIGH 129-270
0.618 129-238
0.500 129-228
0.382 129-217
LOW 129-185
0.618 129-132
1.000 129-100
1.618 129-047
2.618 128-282
4.250 128-144
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 129-228 129-196
PP 129-223 129-177
S1 129-219 129-158

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

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