ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 129-265 129-210 -0-055 -0.1% 129-105
High 129-280 129-265 -0-015 0.0% 129-280
Low 129-180 129-190 0-010 0.0% 129-045
Close 129-225 129-250 0-025 0.1% 129-250
Range 0-100 0-075 -0-025 -25.0% 0-235
ATR 0-106 0-104 -0-002 -2.1% 0-000
Volume 2,049 2,021 -28 -1.4% 7,441
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-140 130-110 129-291
R3 130-065 130-035 129-271
R2 129-310 129-310 129-264
R1 129-280 129-280 129-257 129-295
PP 129-235 129-235 129-235 129-243
S1 129-205 129-205 129-243 129-220
S2 129-160 129-160 129-236
S3 129-085 129-130 129-229
S4 129-010 129-055 129-209
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-257 131-168 130-059
R3 131-022 130-253 129-315
R2 130-107 130-107 129-293
R1 130-018 130-018 129-272 130-063
PP 129-192 129-192 129-192 129-214
S1 129-103 129-103 129-228 129-148
S2 128-277 128-277 129-207
S3 128-042 128-188 129-185
S4 127-127 127-273 129-121
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% 0-105 0.3% 87% False False 1,488
10 129-280 129-000 0-280 0.7% 0-111 0.3% 89% False False 970
20 131-050 129-000 2-050 1.7% 0-103 0.2% 36% False False 551
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 130-264
2.618 130-141
1.618 130-066
1.000 130-020
0.618 129-311
HIGH 129-265
0.618 129-236
0.500 129-228
0.382 129-219
LOW 129-190
0.618 129-144
1.000 129-115
1.618 129-069
2.618 128-314
4.250 128-191
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 129-243 129-243
PP 129-235 129-237
S1 129-228 129-230

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

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