ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 129-015 129-065 0-050 0.1% 129-260
High 129-100 129-220 0-120 0.3% 129-290
Low 128-235 129-055 0-140 0.3% 128-210
Close 129-075 129-150 0-075 0.2% 128-315
Range 0-185 0-165 -0-020 -10.8% 1-080
ATR 0-117 0-120 0-003 3.0% 0-000
Volume 4,924 4,647 -277 -5.6% 10,563
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 130-317 130-238 129-241
R3 130-152 130-073 129-195
R2 129-307 129-307 129-180
R1 129-228 129-228 129-165 129-268
PP 129-142 129-142 129-142 129-161
S1 129-063 129-063 129-135 129-103
S2 128-297 128-297 129-120
S3 128-132 128-218 129-105
S4 127-287 128-053 129-059
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
5 129-220 128-210 1-010 0.8% 0-147 0.4% 79% True False 3,650
10 129-290 128-210 1-080 1.0% 0-127 0.3% 65% False False 2,724
20 129-290 128-210 1-080 1.0% 0-124 0.3% 65% False False 1,651
40 131-050 128-210 2-160 1.9% 0-080 0.2% 33% False False 855
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-281
2.618 131-012
1.618 130-167
1.000 130-065
0.618 130-002
HIGH 129-220
0.618 129-157
0.500 129-138
0.382 129-118
LOW 129-055
0.618 128-273
1.000 128-210
1.618 128-108
2.618 127-263
4.250 126-314
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 129-146 129-123
PP 129-142 129-095
S1 129-138 129-068

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

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