ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 125-270 125-285 0-015 0.0% 129-075
High 126-095 126-005 -0-090 -0.2% 130-140
Low 125-210 125-065 -0-145 -0.4% 126-140
Close 125-240 125-260 0-020 0.0% 126-160
Range 0-205 0-260 0-055 26.8% 4-000
ATR 0-221 0-223 0-003 1.3% 0-000
Volume 50,725 78,262 27,537 54.3% 76,199
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 128-037 127-248 126-083
R3 127-097 126-308 126-012
R2 126-157 126-157 125-308
R1 126-048 126-048 125-284 125-292
PP 125-217 125-217 125-217 125-179
S1 125-108 125-108 125-236 125-032
S2 124-277 124-277 125-212
S3 124-017 124-168 125-188
S4 123-077 123-228 125-117
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
5 127-275 125-065 2-210 2.1% 0-288 0.7% 23% False True 38,196
10 130-140 125-065 5-075 4.2% 0-304 0.8% 12% False True 25,111
20 130-140 125-065 5-075 4.2% 0-215 0.5% 12% False True 13,917
40 131-050 125-065 5-305 4.7% 0-155 0.4% 10% False True 7,132
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 0-095
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-150
2.618 128-046
1.618 127-106
1.000 126-265
0.618 126-166
HIGH 126-005
0.618 125-226
0.500 125-195
0.382 125-164
LOW 125-065
0.618 124-224
1.000 124-125
1.618 123-284
2.618 123-024
4.250 121-240
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 125-238 125-275
PP 125-217 125-270
S1 125-195 125-265

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

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