ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	128-315	129-015	0-020	0.0%	129-260
High	129-040	129-100	0-060	0.1%	129-290
Low	128-300	128-235	-0-065	-0.2%	128-210
Close	129-015	129-075	0-060	0.1%	128-315
Range	0-060	0-185	0-125	208.3%	1-080
ATR	0-111	0-117	0-005	4.7%	0-000
Volume	3,037	4,924	1,887	62.1%	10,563

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-265	130-195	129-177
R3	130-080	130-010	129-126
R2	129-215	129-215	129-109
R1	129-145	129-145	129-092	129-180
PP	129-030	129-030	129-030	129-048
S1	128-280	128-280	129-058	128-315
S2	128-165	128-165	129-041
S3	127-300	128-095	129-024
S4	127-115	127-230	128-293

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-298	132-067	129-215
R3	131-218	130-307	129-105
R2	130-138	130-138	129-068
R1	129-227	129-227	129-032	129-143
PP	129-058	129-058	129-058	129-016
S1	128-147	128-147	128-278	128-063
S2	127-298	127-298	128-242
S3	126-218	127-067	128-205
S4	125-138	125-307	128-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-235	128-210	1-025	0.8%	0-139	0.3%	54%	False	False	2,737
10	129-290	128-210	1-080	1.0%	0-119	0.3%	46%	False	False	2,337
20	130-020	128-210	1-130	1.1%	0-123	0.3%	41%	False	False	1,426
40	131-050	128-210	2-160	1.9%	0-076	0.2%	23%	False	False	739

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	0-027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-246
2.618	130-264
1.618	130-079
1.000	129-285
0.618	129-214
HIGH	129-100
0.618	129-029
0.500	129-008
0.382	128-306
LOW	128-235
0.618	128-121
1.000	128-050
1.618	127-256
2.618	127-071
4.250	126-089

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	129-053	129-048
PP	129-030	129-022
S1	129-008	128-315

Download as Excel Spreadsheet

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

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