ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 04-Nov-2016

Day Change Summary
	Previous	Current
	03-Nov-2016	04-Nov-2016	Change	Change %	Previous Week
Open	129-115	129-165	0-050	0.1%	128-315
High	129-235	129-265	0-030	0.1%	129-265
Low	129-075	129-125	0-050	0.1%	128-235
Close	129-145	129-220	0-075	0.2%	129-220
Range	0-160	0-140	-0-020	-12.5%	1-030
ATR	0-123	0-124	0-001	1.0%	0-000
Volume	11,141	6,178	-4,963	-44.5%	29,927

Daily Pivots for day following 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-303	130-242	129-297
R3	130-163	130-102	129-258
R2	130-023	130-023	129-246
R1	129-282	129-282	129-233	129-312
PP	129-203	129-203	129-203	129-219
S1	129-142	129-142	129-207	129-172
S2	129-063	129-063	129-194
S3	128-243	129-002	129-182
S4	128-103	128-182	129-143

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-223	132-092	130-092
R3	131-193	131-062	129-316
R2	130-163	130-163	129-284
R1	130-032	130-032	129-252	130-097
PP	129-133	129-133	129-133	129-166
S1	129-002	129-002	129-188	129-068
S2	128-103	128-103	129-156
S3	127-073	127-292	129-124
S4	126-043	126-262	129-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-265	128-235	1-030	0.8%	0-142	0.3%	87%	True	False	5,985
10	129-290	128-210	1-080	1.0%	0-139	0.3%	82%	False	False	4,049
20	129-290	128-210	1-080	1.0%	0-125	0.3%	82%	False	False	2,509
40	131-050	128-210	2-160	1.9%	0-088	0.2%	41%	False	False	1,288

Crabel Price Patterns
NR	True
NR4	True
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	0-032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-220
2.618	130-312
1.618	130-172
1.000	130-085
0.618	130-032
HIGH	129-265
0.618	129-212
0.500	129-195
0.382	129-178
LOW	129-125
0.618	129-038
1.000	128-305
1.618	128-218
2.618	128-078
4.250	127-170

Fisher Pivots for day following 04-Nov-2016
Pivot	1 day	3 day
R1	129-212	129-200
PP	129-203	129-180
S1	129-195	129-160

Download as Excel Spreadsheet

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

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