ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 18-Oct-2016

Day Change Summary
	Previous	Current
	17-Oct-2016	18-Oct-2016	Change	Change %	Previous Week
Open	129-105	129-185	0-080	0.2%	129-180
High	129-195	129-245	0-050	0.1%	129-220
Low	129-045	129-130	0-085	0.2%	129-000
Close	129-170	129-225	0-055	0.1%	129-090
Range	0-150	0-115	-0-035	-23.4%	0-220
ATR	0-107	0-108	0-001	0.5%	0-000
Volume	1,664	922	-742	-44.6%	2,260

Daily Pivots for day following 18-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-225	130-180	129-288
R3	130-110	130-065	129-257
R2	129-315	129-315	129-246
R1	129-270	129-270	129-236	129-292
PP	129-200	129-200	129-200	129-211
S1	129-155	129-155	129-214	129-178
S2	129-085	129-085	129-204
S3	128-290	129-040	129-193
S4	128-175	128-245	129-162

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	129-245	129-000	0-245	0.6%	0-123	0.3%	92%	True	False	851
10	130-020	129-000	1-020	0.8%	0-128	0.3%	66%	False	False	514
20	131-050	129-000	2-050	1.7%	0-093	0.2%	33%	False	False	309

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	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-094
2.618	130-226
1.618	130-111
1.000	130-040
0.618	129-316
HIGH	129-245
0.618	129-201
0.500	129-188
0.382	129-174
LOW	129-130
0.618	129-059
1.000	129-015
1.618	128-264
2.618	128-149
4.250	127-281

Fisher Pivots for day following 18-Oct-2016
Pivot	1 day	3 day
R1	129-212	129-198
PP	129-200	129-172
S1	129-188	129-145

Download as Excel Spreadsheet

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

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