ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 17-Oct-2016

Day Change Summary
	Previous	Current
	14-Oct-2016	17-Oct-2016	Change	Change %	Previous Week
Open	129-135	129-105	-0-030	-0.1%	129-180
High	129-200	129-195	-0-005	0.0%	129-220
Low	129-065	129-045	-0-020	0.0%	129-000
Close	129-090	129-170	0-080	0.2%	129-090
Range	0-135	0-150	0-015	11.1%	0-220
ATR	0-104	0-107	0-003	3.2%	0-000
Volume	516	1,664	1,148	222.5%	2,260

Daily Pivots for day following 17-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-267	130-208	129-253
R3	130-117	130-058	129-211
R2	129-287	129-287	129-198
R1	129-228	129-228	129-184	129-258
PP	129-137	129-137	129-137	129-151
S1	129-078	129-078	129-156	129-108
S2	128-307	128-307	129-143
S3	128-157	128-248	129-129
S4	128-007	128-098	129-088

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-123	131-007	129-211
R3	130-223	130-107	129-151
R2	130-003	130-003	129-130
R1	129-207	129-207	129-110	129-155
PP	129-103	129-103	129-103	129-078
S1	128-307	128-307	129-070	128-255
S2	128-203	128-203	129-050
S3	127-303	128-087	129-030
S4	127-083	127-187	128-289

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%	0-118	0.3%	77%	False	False	780
10	130-150	129-000	1-150	1.1%	0-134	0.3%	36%	False	False	503
20	131-050	129-000	2-050	1.7%	0-087	0.2%	25%	False	False	263

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	131-193
2.618	130-268
1.618	130-118
1.000	130-025
0.618	129-288
HIGH	129-195
0.618	129-138
0.500	129-120
0.382	129-102
LOW	129-045
0.618	128-272
1.000	128-215
1.618	128-122
2.618	127-292
4.250	127-047

Fisher Pivots for day following 17-Oct-2016
Pivot	1 day	3 day
R1	129-153	129-158
PP	129-137	129-145
S1	129-120	129-132

Download as Excel Spreadsheet

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

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