ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	128-265	127-130	-1-135	-1.1%	128-315
High	130-140	127-275	-2-185	-2.0%	129-265
Low	127-060	126-210	-0-170	-0.4%	128-235
Close	127-125	126-290	-0-155	-0.4%	129-220
Range	3-080	1-065	-2-015	-63.0%	1-030
ATR	0-196	0-209	0-014	6.9%	0-000
Volume	30,894	24,848	-6,046	-19.6%	29,927

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-240	130-010	127-182
R3	129-175	128-265	127-076
R2	128-110	128-110	127-041
R1	127-200	127-200	127-005	127-123
PP	127-045	127-045	127-045	127-006
S1	126-135	126-135	126-255	126-058
S2	125-300	125-300	126-219
S3	124-235	125-070	126-184
S4	123-170	124-005	126-078

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	130-140	126-210	3-250	3.0%	1-045	0.9%	7%	False	True	14,767
10	130-140	126-210	3-250	3.0%	0-253	0.6%	7%	False	True	10,077
20	130-140	126-210	3-250	3.0%	0-187	0.5%	7%	False	True	5,805
40	131-050	126-210	4-160	3.5%	0-130	0.3%	6%	False	True	2,979

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	0-093
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-311
2.618	131-003
1.618	129-258
1.000	129-020
0.618	128-193
HIGH	127-275
0.618	127-128
0.500	127-083
0.382	127-037
LOW	126-210
0.618	125-292
1.000	125-145
1.618	124-227
2.618	123-162
4.250	121-174

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	127-083	128-175
PP	127-045	128-000
S1	127-008	127-145

Download as Excel Spreadsheet

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

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