ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	126-160	125-270	-0-210	-0.5%	129-075
High	126-165	126-095	-0-070	-0.2%	130-140
Low	125-080	125-210	0-130	0.3%	126-140
Close	125-310	125-240	-0-070	-0.2%	126-160
Range	1-085	0-205	-0-200	-49.4%	4-000
ATR	0-222	0-221	-0-001	-0.5%	0-000
Volume	28,606	50,725	22,119	77.3%	76,199

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	127-263	127-137	126-033
R3	127-058	126-252	125-296
R2	126-173	126-173	125-278
R1	126-047	126-047	125-259	126-008
PP	125-288	125-288	125-288	125-269
S1	125-162	125-162	125-221	125-123
S2	125-083	125-083	125-202
S3	124-198	124-277	125-184
S4	123-313	124-072	125-127

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	139-253	137-047	128-224
R3	135-253	133-047	127-192
R2	131-253	131-253	127-075
R1	129-047	129-047	126-277	128-150
PP	127-253	127-253	127-253	127-145
S1	125-047	125-047	126-043	124-150
S2	123-253	123-253	125-245
S3	119-253	121-047	125-128
S4	115-253	117-047	124-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-140	125-080	5-060	4.1%	1-124	1.1%	10%	False	False	28,723
10	130-140	125-080	5-060	4.1%	0-294	0.7%	10%	False	False	17,749
20	130-140	125-080	5-060	4.1%	0-207	0.5%	10%	False	False	10,043
40	131-050	125-080	5-290	4.7%	0-150	0.4%	8%	False	False	5,176

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-092
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-006
2.618	127-312
1.618	127-107
1.000	126-300
0.618	126-222
HIGH	126-095
0.618	126-017
0.500	125-313
0.382	125-288
LOW	125-210
0.618	125-083
1.000	125-005
1.618	124-198
2.618	123-313
4.250	122-299

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	125-313	126-042
PP	125-288	126-002
S1	125-264	125-281

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols