ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 14-Nov-2016
Day Change Summary
Previous Current
11-Nov-2016 14-Nov-2016 Change Change % Previous Week
Open 126-255 126-160 -0-095 -0.2% 129-075
High 127-005 126-165 -0-160 -0.4% 130-140
Low 126-140 125-080 -1-060 -0.9% 126-140
Close 126-160 125-310 -0-170 -0.4% 126-160
Range 0-185 1-085 0-220 118.9% 4-000
ATR 0-208 0-222 0-014 6.8% 0-000
Volume 8,542 28,606 20,064 234.9% 76,199
Daily Pivots for day following 14-Nov-2016
Classic Woodie Camarilla DeMark
R4 129-227 129-033 126-213
R3 128-142 127-268 126-101
R2 127-057 127-057 126-064
R1 126-183 126-183 126-027 126-078
PP 125-292 125-292 125-292 125-239
S1 125-098 125-098 125-273 124-313
S2 124-207 124-207 125-236
S3 123-122 124-013 125-199
S4 122-037 122-248 125-087
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% 1-122 1.1% 14% False True 20,149
10 130-140 125-080 5-060 4.1% 0-292 0.7% 14% False True 13,169
20 130-140 125-080 5-060 4.1% 0-202 0.5% 14% False True 7,553
40 131-050 125-080 5-290 4.7% 0-145 0.4% 12% False True 3,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-094
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-286
2.618 129-265
1.618 128-180
1.000 127-250
0.618 127-095
HIGH 126-165
0.618 126-010
0.500 125-282
0.382 125-235
LOW 125-080
0.618 124-150
1.000 123-315
1.618 123-065
2.618 121-300
4.250 119-279
Fisher Pivots for day following 14-Nov-2016
Pivot 1 day 3 day
R1 125-301 126-178
PP 125-292 126-115
S1 125-282 126-053

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

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