ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	129-165	129-110	-0-055	-0.1%	129-105
High	129-235	129-110	-0-125	-0.3%	129-280
Low	129-110	128-240	-0-190	-0.5%	129-045
Close	129-125	128-305	-0-140	-0.3%	129-250
Range	0-125	0-190	0-065	52.0%	0-235
ATR	0-107	0-114	0-007	6.6%	0-000
Volume	78	2,453	2,375	3,044.9%	7,441

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-255	130-150	129-090
R3	130-065	129-280	129-037
R2	129-195	129-195	129-020
R1	129-090	129-090	129-002	129-048
PP	129-005	129-005	129-005	128-304
S1	128-220	128-220	128-288	128-177
S2	128-135	128-135	128-270
S3	127-265	128-030	128-253
S4	127-075	127-160	128-200

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	128-240	1-050	0.9%	0-125	0.3%	18%	False	True	1,878
10	129-290	128-240	1-050	0.9%	0-121	0.3%	18%	False	True	1,532
20	131-050	128-240	2-130	1.9%	0-126	0.3%	8%	False	True	913
40	131-050	128-240	2-130	1.9%	0-067	0.2%	8%	False	True	460

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	0-030
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	131-278
2.618	130-287
1.618	130-097
1.000	129-300
0.618	129-227
HIGH	129-110
0.618	129-037
0.500	129-015
0.382	128-313
LOW	128-240
0.618	128-123
1.000	128-050
1.618	127-253
2.618	127-063
4.250	126-072

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	129-015	129-082
PP	129-005	129-050
S1	128-315	129-017

Download as Excel Spreadsheet

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

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