ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 128-315 129-015 0-020 0.0% 129-260
High 129-040 129-100 0-060 0.1% 129-290
Low 128-300 128-235 -0-065 -0.2% 128-210
Close 129-015 129-075 0-060 0.1% 128-315
Range 0-060 0-185 0-125 208.3% 1-080
ATR 0-111 0-117 0-005 4.7% 0-000
Volume 3,037 4,924 1,887 62.1% 10,563
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 130-265 130-195 129-177
R3 130-080 130-010 129-126
R2 129-215 129-215 129-109
R1 129-145 129-145 129-092 129-180
PP 129-030 129-030 129-030 129-048
S1 128-280 128-280 129-058 128-315
S2 128-165 128-165 129-041
S3 127-300 128-095 129-024
S4 127-115 127-230 128-293
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
5 129-235 128-210 1-025 0.8% 0-139 0.3% 54% False False 2,737
10 129-290 128-210 1-080 1.0% 0-119 0.3% 46% False False 2,337
20 130-020 128-210 1-130 1.1% 0-123 0.3% 41% False False 1,426
40 131-050 128-210 2-160 1.9% 0-076 0.2% 23% False False 739
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 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-246
2.618 130-264
1.618 130-079
1.000 129-285
0.618 129-214
HIGH 129-100
0.618 129-029
0.500 129-008
0.382 128-306
LOW 128-235
0.618 128-121
1.000 128-050
1.618 127-256
2.618 127-071
4.250 126-089
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 129-053 129-048
PP 129-030 129-022
S1 129-008 128-315

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

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