ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 130-165 129-310 -0-175 -0.4% 130-230
High 130-205 130-150 -0-055 -0.1% 131-050
Low 130-135 129-300 -0-155 -0.4% 130-185
Close 130-135 129-310 -0-145 -0.3% 130-190
Range 0-070 0-170 0-100 142.9% 0-185
ATR 0-077 0-083 0-007 8.7% 0-000
Volume 8 808 800 10,000.0% 218
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-230 131-120 130-084
R3 131-060 130-270 130-037
R2 130-210 130-210 130-021
R1 130-100 130-100 130-006 130-075
PP 130-040 130-040 130-040 130-028
S1 129-250 129-250 129-294 129-225
S2 129-190 129-190 129-279
S3 129-020 129-080 129-263
S4 128-170 128-230 129-217
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-163 132-042 130-292
R3 131-298 131-177 130-241
R2 131-113 131-113 130-224
R1 130-312 130-312 130-207 130-280
PP 130-248 130-248 130-248 130-233
S1 130-127 130-127 130-173 130-095
S2 130-063 130-063 130-156
S3 129-198 129-262 130-139
S4 129-013 129-077 130-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-050 129-300 1-070 0.9% 0-103 0.2% 3% False True 206
10 131-050 129-250 1-120 1.1% 0-058 0.1% 14% False False 103
20 131-050 129-055 1-315 1.5% 0-029 0.1% 40% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-233
2.618 131-275
1.618 131-105
1.000 131-000
0.618 130-255
HIGH 130-150
0.618 130-085
0.500 130-065
0.382 130-045
LOW 129-300
0.618 129-195
1.000 129-130
1.618 129-025
2.618 128-175
4.250 127-217
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 130-065 130-175
PP 130-040 130-113
S1 130-015 130-052

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

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