ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 123-085 123-110 0-025 0.1% 122-265
High 123-150 123-110 -0-040 -0.1% 123-150
Low 123-065 123-030 -0-035 -0.1% 122-260
Close 123-115 123-065 -0-050 -0.1% 123-115
Range 0-085 0-080 -0-005 -5.9% 0-210
ATR 0-200 0-192 -0-008 -4.1% 0-000
Volume 287,288 263,382 -23,906 -8.3% 3,203,342
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 123-308 123-267 123-109
R3 123-228 123-187 123-087
R2 123-148 123-148 123-080
R1 123-107 123-107 123-072 123-088
PP 123-068 123-068 123-068 123-059
S1 123-027 123-027 123-058 123-008
S2 122-308 122-308 123-050
S3 122-228 122-267 123-043
S4 122-148 122-187 123-021
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
5 123-150 122-290 0-180 0.5% 0-109 0.3% 53% False False 490,270
10 124-135 122-145 1-310 1.6% 0-176 0.4% 38% False False 989,574
20 125-060 122-145 2-235 2.2% 0-195 0.5% 27% False False 1,205,319
40 130-140 122-145 7-315 6.5% 0-222 0.6% 9% False False 746,148
60 130-205 122-145 8-060 6.6% 0-189 0.5% 9% False False 497,788
80 131-050 122-145 8-225 7.1% 0-146 0.4% 9% False False 373,344
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 True
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 124-130
2.618 123-319
1.618 123-239
1.000 123-190
0.618 123-159
HIGH 123-110
0.618 123-079
0.500 123-070
0.382 123-061
LOW 123-030
0.618 122-301
1.000 122-270
1.618 122-221
2.618 122-141
4.250 122-010
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 123-070 123-083
PP 123-068 123-077
S1 123-067 123-071

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

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