ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 129-165 129-110 -0-055 -0.1% 129-105
High 129-235 129-110 -0-125 -0.3% 129-280
Low 129-110 128-240 -0-190 -0.5% 129-045
Close 129-125 128-305 -0-140 -0.3% 129-250
Range 0-125 0-190 0-065 52.0% 0-235
ATR 0-107 0-114 0-007 6.6% 0-000
Volume 78 2,453 2,375 3,044.9% 7,441
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-255 130-150 129-090
R3 130-065 129-280 129-037
R2 129-195 129-195 129-020
R1 129-090 129-090 129-002 129-048
PP 129-005 129-005 129-005 128-304
S1 128-220 128-220 128-288 128-177
S2 128-135 128-135 128-270
S3 127-265 128-030 128-253
S4 127-075 127-160 128-200
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
5 129-290 128-240 1-050 0.9% 0-125 0.3% 18% False True 1,878
10 129-290 128-240 1-050 0.9% 0-121 0.3% 18% False True 1,532
20 131-050 128-240 2-130 1.9% 0-126 0.3% 8% False True 913
40 131-050 128-240 2-130 1.9% 0-067 0.2% 8% False True 460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 131-278
2.618 130-287
1.618 130-097
1.000 129-300
0.618 129-227
HIGH 129-110
0.618 129-037
0.500 129-015
0.382 128-313
LOW 128-240
0.618 128-123
1.000 128-050
1.618 127-253
2.618 127-063
4.250 126-072
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 129-015 129-082
PP 129-005 129-050
S1 128-315 129-017

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

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