ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 03-Oct-2016

Day Change Summary
	Previous	Current
	30-Sep-2016	03-Oct-2016	Change	Change %	Previous Week
Open	131-160	131-070	-0-090	-0.2%	131-020
High	131-235	131-075	-0-160	-0.4%	131-235
Low	131-020	130-290	-0-050	-0.1%	131-000
Close	131-040	130-305	-0-055	-0.1%	131-040
Range	0-215	0-105	-0-110	-51.2%	0-235
ATR	0-170	0-165	-0-005	-2.7%	0-000
Volume	1,671,048	775,029	-896,019	-53.6%	5,911,337

Daily Pivots for day following 03-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-005	131-260	131-043
R3	131-220	131-155	131-014
R2	131-115	131-115	131-004
R1	131-050	131-050	130-315	131-030
PP	131-010	131-010	131-010	131-000
S1	130-265	130-265	130-295	130-245
S2	130-225	130-225	130-286
S3	130-120	130-160	130-276
S4	130-015	130-055	130-247

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-157	133-013	131-169
R3	132-242	132-098	131-105
R2	132-007	132-007	131-083
R1	131-183	131-183	131-062	131-255
PP	131-092	131-092	131-092	131-128
S1	130-268	130-268	131-018	131-020
S2	130-177	130-177	130-317
S3	129-262	130-033	130-295
S4	129-027	129-118	130-231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-235	130-290	0-265	0.6%	0-149	0.4%	6%	False	True	1,171,637
10	131-235	130-020	1-215	1.3%	0-145	0.3%	53%	False	False	1,038,537
20	131-235	129-260	1-295	1.5%	0-169	0.4%	59%	False	False	1,081,265
40	131-290	129-260	2-030	1.6%	0-174	0.4%	54%	False	False	795,494
60	132-255	129-260	2-315	2.3%	0-174	0.4%	38%	False	False	531,114
80	133-095	129-260	3-155	2.7%	0-165	0.4%	33%	False	False	398,391
100	133-095	128-195	4-220	3.6%	0-133	0.3%	50%	False	False	318,713
120	133-095	128-045	5-050	3.9%	0-111	0.3%	55%	False	False	265,594

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	0-040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-201
2.618	132-030
1.618	131-245
1.000	131-180
0.618	131-140
HIGH	131-075
0.618	131-035
0.500	131-023
0.382	131-010
LOW	130-290
0.618	130-225
1.000	130-185
1.618	130-120
2.618	130-015
4.250	129-164

Fisher Pivots for day following 03-Oct-2016
Pivot	1 day	3 day
R1	131-023	131-103
PP	131-010	131-063
S1	130-317	131-024

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols