ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 128-255 128-315 0-060 0.1% 129-260
High 129-025 129-040 0-015 0.0% 129-290
Low 128-210 128-300 0-090 0.2% 128-210
Close 128-315 129-015 0-020 0.0% 128-315
Range 0-135 0-060 -0-075 -55.5% 1-080
ATR 0-115 0-111 -0-004 -3.4% 0-000
Volume 3,193 3,037 -156 -4.9% 10,563
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 129-192 129-163 129-048
R3 129-132 129-103 129-032
R2 129-072 129-072 129-026
R1 129-043 129-043 129-021 129-058
PP 129-012 129-012 129-012 129-019
S1 128-303 128-303 129-010 128-318
S2 128-272 128-272 129-004
S3 128-212 128-243 128-319
S4 128-152 128-183 128-302
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
5 129-245 128-210 1-035 0.9% 0-125 0.3% 35% False False 2,539
10 129-290 128-210 1-080 1.0% 0-112 0.3% 31% False False 1,937
20 130-150 128-210 1-260 1.4% 0-123 0.3% 22% False False 1,220
40 131-050 128-210 2-160 1.9% 0-071 0.2% 16% False False 616
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 False
Stretch 0-024
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 129-295
2.618 129-197
1.618 129-137
1.000 129-100
0.618 129-077
HIGH 129-040
0.618 129-017
0.500 129-010
0.382 129-003
LOW 128-300
0.618 128-263
1.000 128-240
1.618 128-203
2.618 128-143
4.250 128-045
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 129-013 129-010
PP 129-012 129-005
S1 129-010 129-000

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

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