ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	129-265	129-265	0-000	0.0%	129-180
High	129-270	129-280	0-010	0.0%	129-220
Low	129-185	129-180	-0-005	0.0%	129-000
Close	129-215	129-225	0-010	0.0%	129-090
Range	0-085	0-100	0-015	17.6%	0-220
ATR	0-106	0-106	0-000	-0.4%	0-000
Volume	785	2,049	1,264	161.0%	2,260

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-208	130-157	129-280
R3	130-108	130-057	129-252
R2	130-008	130-008	129-243
R1	129-277	129-277	129-234	129-252
PP	129-228	129-228	129-228	129-216
S1	129-177	129-177	129-216	129-152
S2	129-128	129-128	129-207
S3	129-028	129-077	129-197
S4	128-248	128-297	129-170

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	129-280	129-045	0-235	0.6%	0-117	0.3%	77%	True	False	1,187
10	129-280	129-000	0-280	0.7%	0-119	0.3%	80%	True	False	783
20	131-050	129-000	2-050	1.7%	0-099	0.2%	33%	False	False	450

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-065
2.618	130-222
1.618	130-122
1.000	130-060
0.618	130-022
HIGH	129-280
0.618	129-242
0.500	129-230
0.382	129-218
LOW	129-180
0.618	129-118
1.000	129-080
1.618	129-018
2.618	128-238
4.250	128-075

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	129-230	129-218
PP	129-228	129-212
S1	129-227	129-205

Download as Excel Spreadsheet

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

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