ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	129-075	129-025	-0-050	-0.1%	130-165
High	129-145	129-105	-0-040	-0.1%	130-205
Low	129-055	129-000	-0-055	-0.1%	129-065
Close	129-105	129-080	-0-025	-0.1%	129-165
Range	0-090	0-105	0-015	16.7%	1-140
ATR	0-098	0-099	0-000	0.5%	0-000
Volume	570	183	-387	-67.9%	1,117

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-057	130-013	129-138
R3	129-272	129-228	129-109
R2	129-167	129-167	129-099
R1	129-123	129-123	129-090	129-145
PP	129-062	129-062	129-062	129-072
S1	129-018	129-018	129-070	129-040
S2	128-277	128-277	129-061
S3	128-172	128-233	129-051
S4	128-067	128-128	129-022

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	129-265	129-000	0-265	0.6%	0-124	0.3%	30%	False	True	186
10	131-050	129-000	2-050	1.7%	0-128	0.3%	12%	False	True	206
20	131-050	129-000	2-050	1.7%	0-067	0.2%	12%	False	True	105

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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-231
2.618	130-060
1.618	129-275
1.000	129-210
0.618	129-170
HIGH	129-105
0.618	129-065
0.500	129-052
0.382	129-040
LOW	129-000
0.618	128-255
1.000	128-215
1.618	128-150
2.618	128-045
4.250	127-194

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	129-071	129-095
PP	129-062	129-090
S1	129-052	129-085

Download as Excel Spreadsheet

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

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