ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 129-130 129-165 0-035 0.1% 129-105
High 129-245 129-235 -0-010 0.0% 129-280
Low 129-130 129-110 -0-020 0.0% 129-045
Close 129-205 129-125 -0-080 -0.2% 129-250
Range 0-115 0-125 0-010 8.7% 0-235
ATR 0-105 0-107 0-001 1.3% 0-000
Volume 3,934 78 -3,856 -98.0% 7,441
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-212 130-133 129-194
R3 130-087 130-008 129-159
R2 129-282 129-282 129-148
R1 129-203 129-203 129-136 129-180
PP 129-157 129-157 129-157 129-145
S1 129-078 129-078 129-114 129-055
S2 129-032 129-032 129-102
S3 128-227 128-273 129-091
S4 128-102 128-148 129-056
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
5 129-290 129-110 0-180 0.4% 0-107 0.3% 8% False True 1,797
10 129-290 129-045 0-245 0.6% 0-113 0.3% 33% False False 1,384
20 131-050 129-000 2-050 1.7% 0-120 0.3% 18% False False 795
40 131-050 129-000 2-050 1.7% 0-062 0.1% 18% False False 398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 131-126
2.618 130-242
1.618 130-117
1.000 130-040
0.618 129-312
HIGH 129-235
0.618 129-187
0.500 129-173
0.382 129-158
LOW 129-110
0.618 129-033
1.000 128-305
1.618 128-228
2.618 128-103
4.250 127-219
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 129-173 129-200
PP 129-157 129-175
S1 129-141 129-150

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

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