ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 129-210 129-260 0-050 0.1% 129-105
High 129-265 129-290 0-025 0.1% 129-280
Low 129-190 129-170 -0-020 0.0% 129-045
Close 129-250 129-200 -0-050 -0.1% 129-250
Range 0-075 0-120 0-045 60.1% 0-235
ATR 0-104 0-105 0-001 1.1% 0-000
Volume 2,021 905 -1,116 -55.2% 7,441
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-260 130-190 129-266
R3 130-140 130-070 129-233
R2 130-020 130-020 129-222
R1 129-270 129-270 129-211 129-245
PP 129-220 129-220 129-220 129-208
S1 129-150 129-150 129-189 129-125
S2 129-100 129-100 129-178
S3 128-300 129-030 129-167
S4 128-180 128-230 129-134
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
5 129-290 129-130 0-160 0.4% 0-099 0.2% 44% True False 1,336
10 129-290 129-000 0-290 0.7% 0-108 0.3% 69% True False 1,058
20 131-050 129-000 2-050 1.7% 0-109 0.3% 29% False False 597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-160
2.618 130-284
1.618 130-164
1.000 130-090
0.618 130-044
HIGH 129-290
0.618 129-244
0.500 129-230
0.382 129-216
LOW 129-170
0.618 129-096
1.000 129-050
1.618 128-296
2.618 128-176
4.250 127-300
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 129-230 129-230
PP 129-220 129-220
S1 129-210 129-210

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

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