ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	129-165	129-075	-0-090	-0.2%	128-315
High	129-265	129-135	-0-130	-0.3%	129-265
Low	129-125	129-070	-0-055	-0.1%	128-235
Close	129-220	129-090	-0-130	-0.3%	129-220
Range	0-140	0-065	-0-075	-53.6%	1-030
ATR	0-124	0-126	0-002	1.5%	0-000
Volume	6,178	4,060	-2,118	-34.3%	29,927

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	129-293	129-257	129-126
R3	129-228	129-192	129-108
R2	129-163	129-163	129-102
R1	129-127	129-127	129-096	129-145
PP	129-098	129-098	129-098	129-108
S1	129-062	129-062	129-084	129-080
S2	129-033	129-033	129-078
S3	128-288	128-317	129-072
S4	128-223	128-252	129-054

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%	0-143	0.3%	50%	False	False	6,190
10	129-265	128-210	1-055	0.9%	0-134	0.3%	53%	False	False	4,364
20	129-290	128-210	1-080	1.0%	0-121	0.3%	50%	False	False	2,711
40	131-050	128-210	2-160	1.9%	0-089	0.2%	25%	False	False	1,389

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-029
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	130-091
2.618	129-305
1.618	129-240
1.000	129-200
0.618	129-175
HIGH	129-135
0.618	129-110
0.500	129-103
0.382	129-095
LOW	129-070
0.618	129-030
1.000	129-005
1.618	128-285
2.618	128-220
4.250	128-114

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	129-103	129-168
PP	129-098	129-142
S1	129-094	129-116

Download as Excel Spreadsheet

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

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