ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 13-Oct-2016

Day Change Summary
	Previous	Current
	12-Oct-2016	13-Oct-2016	Change	Change %	Previous Week
Open	129-025	129-125	0-100	0.2%	130-165
High	129-105	129-220	0-115	0.3%	130-205
Low	129-000	129-110	0-110	0.3%	129-065
Close	129-080	129-200	0-120	0.3%	129-165
Range	0-105	0-110	0-005	4.8%	1-140
ATR	0-099	0-102	0-003	3.0%	0-000
Volume	183	971	788	430.6%	1,117

Daily Pivots for day following 13-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-187	130-143	129-260
R3	130-077	130-033	129-230
R2	129-287	129-287	129-220
R1	129-243	129-243	129-210	129-265
PP	129-177	129-177	129-177	129-188
S1	129-133	129-133	129-190	129-155
S2	129-067	129-067	129-180
S3	128-277	129-023	129-170
S4	128-167	128-233	129-140

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	129-220	129-000	0-220	0.5%	0-120	0.3%	91%	True	False	378
10	131-050	129-000	2-050	1.7%	0-130	0.3%	29%	False	False	293
20	131-050	129-000	2-050	1.7%	0-073	0.2%	29%	False	False	154

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 3 trading days

Fibonacci Retracements and Extensions
4.250	131-047
2.618	130-188
1.618	130-078
1.000	130-010
0.618	129-288
HIGH	129-220
0.618	129-178
0.500	129-165
0.382	129-152
LOW	129-110
0.618	129-042
1.000	129-000
1.618	128-252
2.618	128-142
4.250	127-283

Fisher Pivots for day following 13-Oct-2016
Pivot	1 day	3 day
R1	129-188	129-170
PP	129-177	129-140
S1	129-165	129-110

Download as Excel Spreadsheet

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

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