ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 19-Oct-2016

Day Change Summary
	Previous	Current
	18-Oct-2016	19-Oct-2016	Change	Change %	Previous Week
Open	129-185	129-265	0-080	0.2%	129-180
High	129-245	129-270	0-025	0.1%	129-220
Low	129-130	129-185	0-055	0.1%	129-000
Close	129-225	129-215	-0-010	0.0%	129-090
Range	0-115	0-085	-0-030	-26.1%	0-220
ATR	0-108	0-106	-0-002	-1.5%	0-000
Volume	922	785	-137	-14.9%	2,260

Daily Pivots for day following 19-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-158	130-112	129-262
R3	130-073	130-027	129-238
R2	129-308	129-308	129-231
R1	129-262	129-262	129-223	129-243
PP	129-223	129-223	129-223	129-214
S1	129-177	129-177	129-207	129-157
S2	129-138	129-138	129-199
S3	129-053	129-092	129-192
S4	128-288	129-007	129-168

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-123	131-007	129-211
R3	130-223	130-107	129-151
R2	130-003	130-003	129-130
R1	129-207	129-207	129-110	129-155
PP	129-103	129-103	129-103	129-078
S1	128-307	128-307	129-070	128-255
S2	128-203	128-203	129-050
S3	127-303	128-087	129-030
S4	127-083	127-187	128-289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-270	129-045	0-225	0.5%	0-119	0.3%	76%	True	False	971
10	129-270	129-000	0-270	0.7%	0-122	0.3%	80%	True	False	579
20	131-050	129-000	2-050	1.7%	0-094	0.2%	31%	False	False	348

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0-031
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	130-311
2.618	130-173
1.618	130-088
1.000	130-035
0.618	130-003
HIGH	129-270
0.618	129-238
0.500	129-228
0.382	129-217
LOW	129-185
0.618	129-132
1.000	129-100
1.618	129-047
2.618	128-282
4.250	128-144

Fisher Pivots for day following 19-Oct-2016
Pivot	1 day	3 day
R1	129-228	129-196
PP	129-223	129-177
S1	129-219	129-158

Download as Excel Spreadsheet

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

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