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

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

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