ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 07-Oct-2016

Day Change Summary
	Previous	Current
	06-Oct-2016	07-Oct-2016	Change	Change %	Previous Week
Open	129-135	129-155	0-020	0.0%	130-165
High	129-265	129-215	-0-050	-0.1%	130-205
Low	129-135	129-065	-0-070	-0.2%	129-065
Close	129-135	129-165	0-030	0.1%	129-165
Range	0-130	0-150	0-020	15.4%	1-140
ATR	0-091	0-095	0-004	4.6%	0-000
Volume	10	150	140	1,400.0%	1,117

Daily Pivots for day following 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-278	130-212	129-248
R3	130-128	130-062	129-206
R2	129-298	129-298	129-192
R1	129-232	129-232	129-179	129-265
PP	129-148	129-148	129-148	129-165
S1	129-082	129-082	129-151	129-115
S2	128-318	128-318	129-137
S3	128-168	128-252	129-124
S4	128-018	128-102	129-082

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-032	133-078	130-098
R3	132-212	131-258	129-291
R2	131-072	131-072	129-249
R1	130-118	130-118	129-207	130-025
PP	129-252	129-252	129-252	129-205
S1	128-298	128-298	129-123	128-205
S2	128-112	128-112	129-081
S3	126-292	127-158	129-038
S4	125-152	126-018	128-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-205	129-065	1-140	1.1%	0-134	0.3%	22%	False	True	223
10	131-050	129-065	1-305	1.5%	0-095	0.2%	16%	False	True	133
20	131-050	129-055	1-315	1.5%	0-050	0.1%	17%	False	False	66

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	0-027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-213
2.618	130-288
1.618	130-138
1.000	130-045
0.618	129-308
HIGH	129-215
0.618	129-158
0.500	129-140
0.382	129-122
LOW	129-065
0.618	128-292
1.000	128-235
1.618	128-142
2.618	127-312
4.250	127-067

Fisher Pivots for day following 07-Oct-2016
Pivot	1 day	3 day
R1	129-157	129-202
PP	129-148	129-190
S1	129-140	129-177

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