ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	129-265	129-210	-0-055	-0.1%	129-105
High	129-280	129-265	-0-015	0.0%	129-280
Low	129-180	129-190	0-010	0.0%	129-045
Close	129-225	129-250	0-025	0.1%	129-250
Range	0-100	0-075	-0-025	-25.0%	0-235
ATR	0-106	0-104	-0-002	-2.1%	0-000
Volume	2,049	2,021	-28	-1.4%	7,441

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-140	130-110	129-291
R3	130-065	130-035	129-271
R2	129-310	129-310	129-264
R1	129-280	129-280	129-257	129-295
PP	129-235	129-235	129-235	129-243
S1	129-205	129-205	129-243	129-220
S2	129-160	129-160	129-236
S3	129-085	129-130	129-229
S4	129-010	129-055	129-209

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-257	131-168	130-059
R3	131-022	130-253	129-315
R2	130-107	130-107	129-293
R1	130-018	130-018	129-272	130-063
PP	129-192	129-192	129-192	129-214
S1	129-103	129-103	129-228	129-148
S2	128-277	128-277	129-207
S3	128-042	128-188	129-185
S4	127-127	127-273	129-121

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%	0-105	0.3%	87%	False	False	1,488
10	129-280	129-000	0-280	0.7%	0-111	0.3%	89%	False	False	970
20	131-050	129-000	2-050	1.7%	0-103	0.2%	36%	False	False	551

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	130-264
2.618	130-141
1.618	130-066
1.000	130-020
0.618	129-311
HIGH	129-265
0.618	129-236
0.500	129-228
0.382	129-219
LOW	129-190
0.618	129-144
1.000	129-115
1.618	129-069
2.618	128-314
4.250	128-191

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	129-243	129-243
PP	129-235	129-237
S1	129-228	129-230

Download as Excel Spreadsheet

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

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