ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	130-300	130-285	-0-015	0.0%	129-195
High	130-300	130-285	-0-015	0.0%	130-070
Low	130-300	130-280	-0-020	0.0%	129-195
Close	130-300	130-285	-0-015	0.0%	130-070
Range	0-000	0-005	0-005		0-195
ATR	0-071	0-067	-0-004	-5.1%	0-000
Volume	0	45	45		4

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-298	130-297	130-288
R3	130-293	130-292	130-286
R2	130-288	130-288	130-286
R1	130-287	130-287	130-285	130-287
PP	130-283	130-283	130-283	130-284
S1	130-282	130-282	130-285	130-282
S2	130-278	130-278	130-284
S3	130-273	130-277	130-284
S4	130-268	130-272	130-282

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-270	131-205	130-177
R3	131-075	131-010	130-124
R2	130-200	130-200	130-106
R1	130-135	130-135	130-088	130-168
PP	130-005	130-005	130-005	130-021
S1	129-260	129-260	130-052	129-293
S2	129-130	129-130	130-034
S3	128-255	129-065	130-016
S4	128-060	128-190	129-283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-300	130-015	0-285	0.7%	0-001	0.0%	95%	False	False	9
10	130-300	129-190	1-110	1.0%	0-006	0.0%	97%	False	False	5
20	130-300	129-055	1-245	1.3%	0-003	0.0%	97%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	130-306
2.618	130-298
1.618	130-293
1.000	130-290
0.618	130-288
HIGH	130-285
0.618	130-283
0.500	130-282
0.382	130-282
LOW	130-280
0.618	130-277
1.000	130-275
1.618	130-272
2.618	130-267
4.250	130-259

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	130-284	130-278
PP	130-283	130-272
S1	130-282	130-265

Download as Excel Spreadsheet

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

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