ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 125-285 125-280 -0-005 0.0% 129-075
High 126-005 126-035 0-030 0.1% 130-140
Low 125-065 125-050 -0-015 0.0% 126-140
Close 125-260 125-130 -0-130 -0.3% 126-160
Range 0-260 0-305 0-045 17.3% 4-000
ATR 0-223 0-229 0-006 2.6% 0-000
Volume 78,262 89,561 11,299 14.4% 76,199
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 128-133 127-277 125-298
R3 127-148 126-292 125-214
R2 126-163 126-163 125-186
R1 125-307 125-307 125-158 125-243
PP 125-178 125-178 125-178 125-146
S1 125-002 125-002 125-102 124-258
S2 124-193 124-193 125-074
S3 123-208 124-017 125-046
S4 122-223 123-032 124-282
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
5 127-005 125-050 1-275 1.5% 0-272 0.7% 13% False True 51,139
10 130-140 125-050 5-090 4.2% 0-318 0.8% 5% False True 32,953
20 130-140 125-050 5-090 4.2% 0-226 0.6% 5% False True 18,293
40 131-050 125-050 6-000 4.8% 0-162 0.4% 4% False True 9,371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-098
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-051
2.618 128-193
1.618 127-208
1.000 127-020
0.618 126-223
HIGH 126-035
0.618 125-239
0.500 125-203
0.382 125-167
LOW 125-050
0.618 124-182
1.000 124-065
1.618 123-197
2.618 122-212
4.250 121-034
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 125-203 125-233
PP 125-178 125-198
S1 125-154 125-164

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

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