ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 129-075 129-100 0-025 0.1% 128-315
High 129-135 129-130 -0-005 0.0% 129-265
Low 129-070 128-255 -0-135 -0.3% 128-235
Close 129-090 128-295 -0-115 -0.3% 129-220
Range 0-065 0-195 0-130 200.0% 1-030
ATR 0-126 0-131 0-005 3.9% 0-000
Volume 4,060 7,855 3,795 93.5% 29,927
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 130-278 130-162 129-082
R3 130-083 129-287 129-029
R2 129-208 129-208 129-011
R1 129-092 129-092 128-313 129-053
PP 129-013 129-013 129-013 128-314
S1 128-217 128-217 128-277 128-178
S2 128-138 128-138 128-259
S3 127-263 128-022 128-241
S4 127-068 127-147 128-188
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
5 129-265 128-255 1-010 0.8% 0-145 0.4% 12% False True 6,776
10 129-265 128-210 1-055 0.9% 0-142 0.3% 23% False False 4,756
20 129-290 128-210 1-080 1.0% 0-126 0.3% 21% False False 3,075
40 131-050 128-210 2-160 1.9% 0-094 0.2% 11% False False 1,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 131-319
2.618 131-001
1.618 130-126
1.000 130-005
0.618 129-251
HIGH 129-130
0.618 129-056
0.500 129-033
0.382 129-010
LOW 128-255
0.618 128-134
1.000 128-060
1.618 127-259
2.618 127-064
4.250 126-066
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 129-033 129-100
PP 129-013 129-058
S1 128-314 129-017

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

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