ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 129-265 129-265 0-000 0.0% 129-180
High 129-270 129-280 0-010 0.0% 129-220
Low 129-185 129-180 -0-005 0.0% 129-000
Close 129-215 129-225 0-010 0.0% 129-090
Range 0-085 0-100 0-015 17.6% 0-220
ATR 0-106 0-106 0-000 -0.4% 0-000
Volume 785 2,049 1,264 161.0% 2,260
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-208 130-157 129-280
R3 130-108 130-057 129-252
R2 130-008 130-008 129-243
R1 129-277 129-277 129-234 129-252
PP 129-228 129-228 129-228 129-216
S1 129-177 129-177 129-216 129-152
S2 129-128 129-128 129-207
S3 129-028 129-077 129-197
S4 128-248 128-297 129-170
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
5 129-280 129-045 0-235 0.6% 0-117 0.3% 77% True False 1,187
10 129-280 129-000 0-280 0.7% 0-119 0.3% 80% True False 783
20 131-050 129-000 2-050 1.7% 0-099 0.2% 33% False False 450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-065
2.618 130-222
1.618 130-122
1.000 130-060
0.618 130-022
HIGH 129-280
0.618 129-242
0.500 129-230
0.382 129-218
LOW 129-180
0.618 129-118
1.000 129-080
1.618 129-018
2.618 128-238
4.250 128-075
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 129-230 129-218
PP 129-228 129-212
S1 129-227 129-205

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

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