ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	129-015	129-065	0-050	0.1%	129-260
High	129-100	129-220	0-120	0.3%	129-290
Low	128-235	129-055	0-140	0.3%	128-210
Close	129-075	129-150	0-075	0.2%	128-315
Range	0-185	0-165	-0-020	-10.8%	1-080
ATR	0-117	0-120	0-003	3.0%	0-000
Volume	4,924	4,647	-277	-5.6%	10,563

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-317	130-238	129-241
R3	130-152	130-073	129-195
R2	129-307	129-307	129-180
R1	129-228	129-228	129-165	129-268
PP	129-142	129-142	129-142	129-161
S1	129-063	129-063	129-135	129-103
S2	128-297	128-297	129-120
S3	128-132	128-218	129-105
S4	127-287	128-053	129-059

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	129-220	128-210	1-010	0.8%	0-147	0.4%	79%	True	False	3,650
10	129-290	128-210	1-080	1.0%	0-127	0.3%	65%	False	False	2,724
20	129-290	128-210	1-080	1.0%	0-124	0.3%	65%	False	False	1,651
40	131-050	128-210	2-160	1.9%	0-080	0.2%	33%	False	False	855

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-281
2.618	131-012
1.618	130-167
1.000	130-065
0.618	130-002
HIGH	129-220
0.618	129-157
0.500	129-138
0.382	129-118
LOW	129-055
0.618	128-273
1.000	128-210
1.618	128-108
2.618	127-263
4.250	126-314

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	129-146	129-123
PP	129-142	129-095
S1	129-138	129-068

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols