ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 129-115 129-165 0-050 0.1% 128-315
High 129-235 129-265 0-030 0.1% 129-265
Low 129-075 129-125 0-050 0.1% 128-235
Close 129-145 129-220 0-075 0.2% 129-220
Range 0-160 0-140 -0-020 -12.5% 1-030
ATR 0-123 0-124 0-001 1.0% 0-000
Volume 11,141 6,178 -4,963 -44.5% 29,927
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 130-303 130-242 129-297
R3 130-163 130-102 129-258
R2 130-023 130-023 129-246
R1 129-282 129-282 129-233 129-312
PP 129-203 129-203 129-203 129-219
S1 129-142 129-142 129-207 129-172
S2 129-063 129-063 129-194
S3 128-243 129-002 129-182
S4 128-103 128-182 129-143
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 132-223 132-092 130-092
R3 131-193 131-062 129-316
R2 130-163 130-163 129-284
R1 130-032 130-032 129-252 130-097
PP 129-133 129-133 129-133 129-166
S1 129-002 129-002 129-188 129-068
S2 128-103 128-103 129-156
S3 127-073 127-292 129-124
S4 126-043 126-262 129-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-265 128-235 1-030 0.8% 0-142 0.3% 87% True False 5,985
10 129-290 128-210 1-080 1.0% 0-139 0.3% 82% False False 4,049
20 129-290 128-210 1-080 1.0% 0-125 0.3% 82% False False 2,509
40 131-050 128-210 2-160 1.9% 0-088 0.2% 41% False False 1,288
Crabel Price Patterns
NR True
NR4 True
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 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-220
2.618 130-312
1.618 130-172
1.000 130-085
0.618 130-032
HIGH 129-265
0.618 129-212
0.500 129-195
0.382 129-178
LOW 129-125
0.618 129-038
1.000 128-305
1.618 128-218
2.618 128-078
4.250 127-170
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 129-212 129-200
PP 129-203 129-180
S1 129-195 129-160

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

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