ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 125-015 125-045 0-030 0.1% 124-210
High 125-055 125-060 0-005 0.0% 125-100
Low 124-220 124-085 -0-135 -0.3% 124-050
Close 125-035 124-165 -0-190 -0.5% 124-185
Range 0-155 0-295 0-140 90.3% 1-050
ATR 0-218 0-223 0-006 2.5% 0-000
Volume 1,129,432 2,266,308 1,136,876 100.7% 3,353,473
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 127-135 126-285 125-007
R3 126-160 125-310 124-246
R2 125-185 125-185 124-219
R1 125-015 125-015 124-192 124-272
PP 124-210 124-210 124-210 124-179
S1 124-040 124-040 124-138 123-297
S2 123-235 123-235 124-111
S3 122-260 123-065 124-084
S4 121-285 122-090 124-003
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
5 125-080 124-050 1-030 0.9% 0-221 0.6% 33% False False 1,498,806
10 126-035 124-050 1-305 1.6% 0-225 0.6% 18% False False 894,981
20 130-140 124-050 6-090 5.0% 0-260 0.7% 6% False False 456,365
40 130-140 124-050 6-090 5.0% 0-192 0.5% 6% False False 228,895
60 131-050 124-050 7-000 5.6% 0-137 0.3% 5% False False 152,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-042
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-034
2.618 127-192
1.618 126-217
1.000 126-035
0.618 125-242
HIGH 125-060
0.618 124-267
0.500 124-232
0.382 124-198
LOW 124-085
0.618 123-223
1.000 123-110
1.618 122-248
2.618 121-273
4.250 120-111
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 124-232 124-232
PP 124-210 124-210
S1 124-187 124-187

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

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