ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 127-130 126-255 -0-195 -0.5% 129-075
High 127-275 127-005 -0-270 -0.7% 130-140
Low 126-210 126-140 -0-070 -0.2% 126-140
Close 126-290 126-160 -0-130 -0.3% 126-160
Range 1-065 0-185 -0-200 -51.9% 4-000
ATR 0-209 0-208 -0-002 -0.8% 0-000
Volume 24,848 8,542 -16,306 -65.6% 76,199
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 128-123 128-007 126-262
R3 127-258 127-142 126-211
R2 127-073 127-073 126-194
R1 126-277 126-277 126-177 126-242
PP 126-208 126-208 126-208 126-191
S1 126-092 126-092 126-143 126-058
S2 126-023 126-023 126-126
S3 125-158 125-227 126-109
S4 124-293 125-042 126-058
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
5 130-140 126-140 4-000 3.2% 1-054 0.9% 2% False True 15,239
10 130-140 126-140 4-000 3.2% 0-258 0.6% 2% False True 10,612
20 130-140 126-140 4-000 3.2% 0-189 0.5% 2% False True 6,206
40 131-050 126-140 4-230 3.7% 0-134 0.3% 1% False True 3,193
Crabel Price Patterns
NR True
NR4 True
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 0-095
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-151
2.618 128-169
1.618 127-304
1.000 127-190
0.618 127-119
HIGH 127-005
0.618 126-254
0.500 126-232
0.382 126-211
LOW 126-140
0.618 126-026
1.000 125-275
1.618 125-161
2.618 124-296
4.250 123-314
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 126-232 128-140
PP 126-208 127-253
S1 126-184 127-047

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

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