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

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

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