ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 03-Nov-2016

Day Change Summary
	Previous	Current
	02-Nov-2016	03-Nov-2016	Change	Change %	Previous Week
Open	129-065	129-115	0-050	0.1%	129-260
High	129-220	129-235	0-015	0.0%	129-290
Low	129-055	129-075	0-020	0.0%	128-210
Close	129-150	129-145	-0-005	0.0%	128-315
Range	0-165	0-160	-0-005	-3.0%	1-080
ATR	0-120	0-123	0-003	2.4%	0-000
Volume	4,647	11,141	6,494	139.7%	10,563

Daily Pivots for day following 03-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-312	130-228	129-233
R3	130-152	130-068	129-189
R2	129-312	129-312	129-174
R1	129-228	129-228	129-160	129-270
PP	129-152	129-152	129-152	129-173
S1	129-068	129-068	129-130	129-110
S2	128-312	128-312	129-116
S3	128-152	128-228	129-101
S4	127-312	128-068	129-057

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%	0-141	0.3%	74%	True	False	5,388
10	129-290	128-210	1-080	1.0%	0-133	0.3%	64%	False	False	3,633
20	129-290	128-210	1-080	1.0%	0-126	0.3%	64%	False	False	2,208
40	131-050	128-210	2-160	1.9%	0-084	0.2%	32%	False	False	1,133

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	0-030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-275
2.618	131-014
1.618	130-174
1.000	130-075
0.618	130-014
HIGH	129-235
0.618	129-174
0.500	129-155
0.382	129-136
LOW	129-075
0.618	128-296
1.000	128-235
1.618	128-136
2.618	127-296
4.250	127-035

Fisher Pivots for day following 03-Nov-2016
Pivot	1 day	3 day
R1	129-155	129-122
PP	129-152	129-098
S1	129-148	129-075

Download as Excel Spreadsheet

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

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