ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 129-110 128-255 -0-175 -0.4% 129-260
High 129-110 129-025 -0-085 -0.2% 129-290
Low 128-240 128-210 -0-030 -0.1% 128-210
Close 128-305 128-315 0-010 0.0% 128-315
Range 0-190 0-135 -0-055 -29.0% 1-080
ATR 0-114 0-115 0-002 1.3% 0-000
Volume 2,453 3,193 740 30.2% 10,563
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-055 130-000 129-069
R3 129-240 129-185 129-032
R2 129-105 129-105 129-020
R1 129-050 129-050 129-007 129-077
PP 128-290 128-290 128-290 128-304
S1 128-235 128-235 128-303 128-263
S2 128-155 128-155 128-290
S3 128-020 128-100 128-278
S4 127-205 127-285 128-241
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 132-298 132-067 129-215
R3 131-218 130-307 129-105
R2 130-138 130-138 129-068
R1 129-227 129-227 129-032 129-143
PP 129-058 129-058 129-058 129-016
S1 128-147 128-147 128-278 128-063
S2 127-298 127-298 128-242
S3 126-218 127-067 128-205
S4 125-138 125-307 128-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-290 128-210 1-080 1.0% 0-137 0.3% 26% False True 2,112
10 129-290 128-210 1-080 1.0% 0-121 0.3% 26% False True 1,800
20 130-205 128-210 1-315 1.5% 0-123 0.3% 17% False True 1,069
40 131-050 128-210 2-160 1.9% 0-070 0.2% 13% False True 540
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-279
2.618 130-058
1.618 129-243
1.000 129-160
0.618 129-108
HIGH 129-025
0.618 128-293
0.500 128-278
0.382 128-262
LOW 128-210
0.618 128-127
1.000 128-075
1.618 127-312
2.618 127-177
4.250 126-276
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 128-303 129-063
PP 128-290 129-040
S1 128-278 129-018

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

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