ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 129-065 129-115 0-050 0.1% 129-260
High 129-220 129-235 0-015 0.0% 129-290
Low 129-055 129-075 0-020 0.0% 128-210
Close 129-150 129-145 -0-005 0.0% 128-315
Range 0-165 0-160 -0-005 -3.0% 1-080
ATR 0-120 0-123 0-003 2.4% 0-000
Volume 4,647 11,141 6,494 139.7% 10,563
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 130-312 130-228 129-233
R3 130-152 130-068 129-189
R2 129-312 129-312 129-174
R1 129-228 129-228 129-160 129-270
PP 129-152 129-152 129-152 129-173
S1 129-068 129-068 129-130 129-110
S2 128-312 128-312 129-116
S3 128-152 128-228 129-101
S4 127-312 128-068 129-057
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 132-298 132-067 129-215
R3 131-218 130-307 129-105
R2 130-138 130-138 129-068
R1 129-227 129-227 129-032 129-143
PP 129-058 129-058 129-058 129-016
S1 128-147 128-147 128-278 128-063
S2 127-298 127-298 128-242
S3 126-218 127-067 128-205
S4 125-138 125-307 128-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-235 128-210 1-025 0.8% 0-141 0.3% 74% True False 5,388
10 129-290 128-210 1-080 1.0% 0-133 0.3% 64% False False 3,633
20 129-290 128-210 1-080 1.0% 0-126 0.3% 64% False False 2,208
40 131-050 128-210 2-160 1.9% 0-084 0.2% 32% False False 1,133
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 0-030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-275
2.618 131-014
1.618 130-174
1.000 130-075
0.618 130-014
HIGH 129-235
0.618 129-174
0.500 129-155
0.382 129-136
LOW 129-075
0.618 128-296
1.000 128-235
1.618 128-136
2.618 127-296
4.250 127-035
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 129-155 129-122
PP 129-152 129-098
S1 129-148 129-075

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

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