ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 123-090 123-070 -0-020 -0.1% 123-285
High 123-115 123-120 0-005 0.0% 124-135
Low 122-290 123-005 0-035 0.1% 122-145
Close 123-040 123-095 0-055 0.1% 122-265
Range 0-145 0-115 -0-030 -20.7% 1-310
ATR 0-223 0-215 -0-008 -3.5% 0-000
Volume 804,891 510,265 -294,626 -36.6% 7,847,519
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 124-098 124-052 123-158
R3 123-303 123-257 123-127
R2 123-188 123-188 123-116
R1 123-142 123-142 123-106 123-165
PP 123-073 123-073 123-073 123-085
S1 123-027 123-027 123-084 123-050
S2 122-278 122-278 123-074
S3 122-163 122-232 123-063
S4 122-048 122-117 123-032
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 129-045 127-305 123-292
R3 127-055 125-315 123-118
R2 125-065 125-065 123-060
R1 124-005 124-005 123-003 123-200
PP 123-075 123-075 123-075 123-012
S1 122-015 122-015 122-207 121-210
S2 121-085 121-085 122-149
S3 119-095 120-025 122-092
S4 117-105 118-035 121-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-135 122-145 0-310 0.8% 0-169 0.4% 87% False False 1,148,821
10 124-280 122-145 2-135 2.0% 0-211 0.5% 35% False False 1,302,336
20 125-080 122-145 2-255 2.3% 0-213 0.5% 30% False False 1,353,424
40 130-140 122-145 7-315 6.5% 0-226 0.6% 11% False False 717,886
60 131-050 122-145 8-225 7.1% 0-189 0.5% 10% False False 478,855
80 131-050 122-145 8-225 7.1% 0-142 0.4% 10% False False 359,141
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124-289
2.618 124-101
1.618 123-306
1.000 123-235
0.618 123-191
HIGH 123-120
0.618 123-076
0.500 123-062
0.382 123-049
LOW 123-005
0.618 122-254
1.000 122-210
1.618 122-139
2.618 122-024
4.250 121-156
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 123-084 123-076
PP 123-073 123-057
S1 123-062 123-038

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

View Archives - Comment on this page... - Back to Index of Symbols