ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 10-Oct-2016

Day Change Summary
	Previous	Current
	07-Oct-2016	10-Oct-2016	Change	Change %	Previous Week
Open	129-155	129-180	0-025	0.1%	130-165
High	129-215	129-190	-0-025	-0.1%	130-205
Low	129-065	129-045	-0-020	0.0%	129-065
Close	129-165	129-080	-0-085	-0.2%	129-165
Range	0-150	0-145	-0-005	-3.3%	1-140
ATR	0-095	0-099	0-004	3.7%	0-000
Volume	150	20	-130	-86.7%	1,117

Daily Pivots for day following 10-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-220	130-135	129-160
R3	130-075	129-310	129-120
R2	129-250	129-250	129-107
R1	129-165	129-165	129-093	129-135
PP	129-105	129-105	129-105	129-090
S1	129-020	129-020	129-067	128-310
S2	128-280	128-280	129-053
S3	128-135	128-195	129-040
S4	127-310	128-050	129-000

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	130-150	129-045	1-105	1.0%	0-149	0.4%	8%	False	True	225
10	131-050	129-045	2-005	1.6%	0-109	0.3%	5%	False	True	135
20	131-050	129-045	2-005	1.6%	0-058	0.1%	5%	False	True	67

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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-166
2.618	130-250
1.618	130-105
1.000	130-015
0.618	129-280
HIGH	129-190
0.618	129-135
0.500	129-118
0.382	129-100
LOW	129-045
0.618	128-275
1.000	128-220
1.618	128-130
2.618	127-305
4.250	127-069

Fisher Pivots for day following 10-Oct-2016
Pivot	1 day	3 day
R1	129-118	129-155
PP	129-105	129-130
S1	129-093	129-105

Download as Excel Spreadsheet

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

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