ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 126-160 125-270 -0-210 -0.5% 129-075
High 126-165 126-095 -0-070 -0.2% 130-140
Low 125-080 125-210 0-130 0.3% 126-140
Close 125-310 125-240 -0-070 -0.2% 126-160
Range 1-085 0-205 -0-200 -49.4% 4-000
ATR 0-222 0-221 -0-001 -0.5% 0-000
Volume 28,606 50,725 22,119 77.3% 76,199
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 127-263 127-137 126-033
R3 127-058 126-252 125-296
R2 126-173 126-173 125-278
R1 126-047 126-047 125-259 126-008
PP 125-288 125-288 125-288 125-269
S1 125-162 125-162 125-221 125-123
S2 125-083 125-083 125-202
S3 124-198 124-277 125-184
S4 123-313 124-072 125-127
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% 1-124 1.1% 10% False False 28,723
10 130-140 125-080 5-060 4.1% 0-294 0.7% 10% False False 17,749
20 130-140 125-080 5-060 4.1% 0-207 0.5% 10% False False 10,043
40 131-050 125-080 5-290 4.7% 0-150 0.4% 8% False False 5,176
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-092
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-006
2.618 127-312
1.618 127-107
1.000 126-300
0.618 126-222
HIGH 126-095
0.618 126-017
0.500 125-313
0.382 125-288
LOW 125-210
0.618 125-083
1.000 125-005
1.618 124-198
2.618 123-313
4.250 122-299
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 125-313 126-042
PP 125-288 126-002
S1 125-264 125-281

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

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