ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 124-235 125-015 0-100 0.3% 124-210
High 125-025 125-055 0-030 0.1% 125-100
Low 124-220 124-220 0-000 0.0% 124-050
Close 124-315 125-035 0-040 0.1% 124-185
Range 0-125 0-155 0-030 24.0% 1-050
ATR 0-223 0-218 -0-005 -2.2% 0-000
Volume 1,942,577 1,129,432 -813,145 -41.9% 3,353,473
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 126-142 126-083 125-120
R3 125-307 125-248 125-078
R2 125-152 125-152 125-063
R1 125-093 125-093 125-049 125-123
PP 124-317 124-317 124-317 125-011
S1 124-258 124-258 125-021 124-288
S2 124-162 124-162 125-007
S3 124-007 124-103 124-312
S4 123-172 123-268 124-270
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 128-048 127-167 125-068
R3 126-318 126-117 124-287
R2 125-268 125-268 124-253
R1 125-067 125-067 124-219 124-302
PP 124-218 124-218 124-218 124-176
S1 124-017 124-017 124-151 123-253
S2 123-168 123-168 124-117
S3 122-118 122-287 124-083
S4 121-068 121-237 123-302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-100 124-050 1-050 0.9% 0-189 0.5% 82% False False 1,217,846
10 126-095 124-050 2-045 1.7% 0-216 0.5% 45% False False 673,422
20 130-140 124-050 6-090 5.0% 0-254 0.6% 15% False False 343,296
40 130-150 124-050 6-100 5.0% 0-188 0.5% 15% False False 172,258
60 131-050 124-050 7-000 5.6% 0-132 0.3% 14% False False 114,842
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-074
2.618 126-141
1.618 125-306
1.000 125-210
0.618 125-151
HIGH 125-055
0.618 124-316
0.500 124-298
0.382 124-279
LOW 124-220
0.618 124-124
1.000 124-065
1.618 123-289
2.618 123-134
4.250 122-201
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 125-016 124-308
PP 124-317 124-260
S1 124-298 124-213

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

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