ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 14-Oct-2016

Day Change Summary
	Previous	Current
	13-Oct-2016	14-Oct-2016	Change	Change %	Previous Week
Open	129-285	130-045	0-080	0.2%	130-035
High	130-085	130-070	-0-015	0.0%	130-085
Low	129-280	129-245	-0-035	-0.1%	129-170
Close	130-060	129-275	-0-105	-0.3%	129-275
Range	0-125	0-145	0-020	16.0%	0-235
ATR	0-157	0-156	-0-001	-0.6%	0-000
Volume	1,124,596	1,219,283	94,687	8.4%	4,976,254

Daily Pivots for day following 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-098	131-012	130-035
R3	130-273	130-187	129-315
R2	130-128	130-128	129-302
R1	130-042	130-042	129-288	130-013
PP	129-303	129-303	129-303	129-289
S1	129-217	129-217	129-262	129-187
S2	129-158	129-158	129-248
S3	129-013	129-072	129-235
S4	128-188	128-247	129-195

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-028	131-227	130-084
R3	131-113	130-312	130-020
R2	130-198	130-198	129-318
R1	130-077	130-077	129-297	130-020
PP	129-283	129-283	129-283	129-255
S1	129-162	129-162	129-253	129-105
S2	129-048	129-048	129-232
S3	128-133	128-247	129-210
S4	127-218	128-012	129-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-085	129-170	0-235	0.6%	0-133	0.3%	45%	False	False	995,250
10	131-075	129-170	1-225	1.3%	0-143	0.3%	19%	False	False	1,115,615
20	131-235	129-170	2-065	1.7%	0-145	0.3%	15%	False	False	1,067,182
40	131-235	129-170	2-065	1.7%	0-166	0.4%	15%	False	False	1,052,092
60	132-055	129-170	2-205	2.0%	0-172	0.4%	12%	False	False	704,018
80	133-095	129-170	3-245	2.9%	0-174	0.4%	9%	False	False	528,155
100	133-095	128-240	4-175	3.5%	0-147	0.4%	24%	False	False	422,524
120	133-095	128-195	4-220	3.6%	0-122	0.3%	27%	False	False	352,103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132-046
2.618	131-130
1.618	130-305
1.000	130-215
0.618	130-160
HIGH	130-070
0.618	130-015
0.500	129-318
0.382	129-300
LOW	129-245
0.618	129-155
1.000	129-100
1.618	129-010
2.618	128-185
4.250	127-269

Fisher Pivots for day following 14-Oct-2016
Pivot	1 day	3 day
R1	129-318	129-288
PP	129-303	129-283
S1	129-289	129-279

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