ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 123-070 123-115 0-045 0.1% 123-285
High 123-120 123-135 0-015 0.0% 124-135
Low 123-005 123-015 0-010 0.0% 122-145
Close 123-095 123-085 -0-010 0.0% 122-265
Range 0-115 0-120 0-005 4.3% 1-310
ATR 0-215 0-209 -0-007 -3.2% 0-000
Volume 510,265 585,524 75,259 14.7% 7,847,519
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 124-118 124-062 123-151
R3 123-318 123-262 123-118
R2 123-198 123-198 123-107
R1 123-142 123-142 123-096 123-110
PP 123-078 123-078 123-078 123-063
S1 123-022 123-022 123-074 122-310
S2 122-278 122-278 123-063
S3 122-158 122-222 123-052
S4 122-038 122-102 123-019
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
5 123-135 122-205 0-250 0.6% 0-149 0.4% 80% True False 848,105
10 124-180 122-145 2-035 1.7% 0-202 0.5% 39% False False 1,222,983
20 125-060 122-145 2-235 2.2% 0-202 0.5% 30% False False 1,311,979
40 130-140 122-145 7-315 6.5% 0-226 0.6% 10% False False 732,522
60 131-050 122-145 8-225 7.1% 0-191 0.5% 9% False False 488,613
80 131-050 122-145 8-225 7.1% 0-144 0.4% 9% False False 366,460
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-005
2.618 124-129
1.618 124-009
1.000 123-255
0.618 123-209
HIGH 123-135
0.618 123-089
0.500 123-075
0.382 123-061
LOW 123-015
0.618 122-261
1.000 122-215
1.618 122-141
2.618 122-021
4.250 121-145
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 123-082 123-074
PP 123-078 123-063
S1 123-075 123-053

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

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