ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 123-115 123-085 -0-030 -0.1% 122-265
High 123-135 123-150 0-015 0.0% 123-150
Low 123-015 123-065 0-050 0.1% 122-260
Close 123-085 123-115 0-030 0.1% 123-115
Range 0-120 0-085 -0-035 -29.1% 0-210
ATR 0-209 0-200 -0-009 -4.2% 0-000
Volume 585,524 287,288 -298,236 -50.9% 3,203,342
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 124-045 124-005 123-162
R3 123-280 123-240 123-138
R2 123-195 123-195 123-131
R1 123-155 123-155 123-123 123-175
PP 123-110 123-110 123-110 123-120
S1 123-070 123-070 123-107 123-090
S2 123-025 123-025 123-099
S3 122-260 122-305 123-092
S4 122-175 122-220 123-068
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 125-058 124-297 123-231
R3 124-168 124-087 123-173
R2 123-278 123-278 123-154
R1 123-197 123-197 123-134 123-238
PP 123-068 123-068 123-068 123-089
S1 122-307 122-307 123-096 123-028
S2 122-178 122-178 123-077
S3 121-288 122-097 123-057
S4 121-078 121-207 122-319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 122-260 0-210 0.5% 0-132 0.3% 83% True False 640,668
10 124-135 122-145 1-310 1.6% 0-188 0.5% 46% False False 1,105,086
20 125-060 122-145 2-235 2.2% 0-197 0.5% 33% False False 1,289,279
40 130-140 122-145 7-315 6.5% 0-224 0.6% 11% False False 739,643
60 131-050 122-145 8-225 7.1% 0-191 0.5% 10% False False 493,400
80 131-050 122-145 8-225 7.1% 0-145 0.4% 10% False False 370,051
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124-191
2.618 124-053
1.618 123-288
1.000 123-235
0.618 123-203
HIGH 123-150
0.618 123-118
0.500 123-108
0.382 123-097
LOW 123-065
0.618 123-012
1.000 122-300
1.618 122-247
2.618 122-162
4.250 122-024
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 123-113 123-103
PP 123-110 123-090
S1 123-108 123-078

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

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