ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 08-Nov-2016

Day Change Summary
	Previous	Current
	07-Nov-2016	08-Nov-2016	Change	Change %	Previous Week
Open	129-075	129-100	0-025	0.1%	128-315
High	129-135	129-130	-0-005	0.0%	129-265
Low	129-070	128-255	-0-135	-0.3%	128-235
Close	129-090	128-295	-0-115	-0.3%	129-220
Range	0-065	0-195	0-130	200.0%	1-030
ATR	0-126	0-131	0-005	3.9%	0-000
Volume	4,060	7,855	3,795	93.5%	29,927

Daily Pivots for day following 08-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-278	130-162	129-082
R3	130-083	129-287	129-029
R2	129-208	129-208	129-011
R1	129-092	129-092	128-313	129-053
PP	129-013	129-013	129-013	128-314
S1	128-217	128-217	128-277	128-178
S2	128-138	128-138	128-259
S3	127-263	128-022	128-241
S4	127-068	127-147	128-188

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	128-255	1-010	0.8%	0-145	0.4%	12%	False	True	6,776
10	129-265	128-210	1-055	0.9%	0-142	0.3%	23%	False	False	4,756
20	129-290	128-210	1-080	1.0%	0-126	0.3%	21%	False	False	3,075
40	131-050	128-210	2-160	1.9%	0-094	0.2%	11%	False	False	1,586

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	131-319
2.618	131-001
1.618	130-126
1.000	130-005
0.618	129-251
HIGH	129-130
0.618	129-056
0.500	129-033
0.382	129-010
LOW	128-255
0.618	128-134
1.000	128-060
1.618	127-259
2.618	127-064
4.250	126-066

Fisher Pivots for day following 08-Nov-2016
Pivot	1 day	3 day
R1	129-033	129-100
PP	129-013	129-058
S1	128-314	129-017

Download as Excel Spreadsheet

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

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