ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	129-180	129-075	-0-105	-0.3%	130-165
High	129-190	129-145	-0-045	-0.1%	130-205
Low	129-045	129-055	0-010	0.0%	129-065
Close	129-080	129-105	0-025	0.1%	129-165
Range	0-145	0-090	-0-055	-38.0%	1-140
ATR	0-099	0-098	-0-001	-0.6%	0-000
Volume	20	570	550	2,750.0%	1,117

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-052	130-008	129-154
R3	129-282	129-238	129-130
R2	129-192	129-192	129-121
R1	129-148	129-148	129-113	129-170
PP	129-102	129-102	129-102	129-112
S1	129-058	129-058	129-097	129-080
S2	129-012	129-012	129-088
S3	128-242	128-288	129-080
S4	128-152	128-198	129-056

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	130-020	129-045	0-295	0.7%	0-133	0.3%	20%	False	False	178
10	131-050	129-045	2-005	1.6%	0-118	0.3%	9%	False	False	192
20	131-050	129-045	2-005	1.6%	0-062	0.1%	9%	False	False	96

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	130-207
2.618	130-061
1.618	129-291
1.000	129-235
0.618	129-201
HIGH	129-145
0.618	129-111
0.500	129-100
0.382	129-089
LOW	129-055
0.618	128-319
1.000	128-285
1.618	128-229
2.618	128-139
4.250	127-313

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	129-103	129-130
PP	129-102	129-122
S1	129-100	129-113

Download as Excel Spreadsheet

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

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