ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 123-110 123-060 -0-050 -0.1% 122-265
High 123-110 123-220 0-110 0.3% 123-150
Low 123-030 123-050 0-020 0.1% 122-260
Close 123-065 123-205 0-140 0.4% 123-115
Range 0-080 0-170 0-090 112.5% 0-210
ATR 0-192 0-190 -0-002 -0.8% 0-000
Volume 263,382 624,846 361,464 137.2% 3,203,342
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 125-028 124-287 123-298
R3 124-178 124-117 123-252
R2 124-008 124-008 123-236
R1 123-267 123-267 123-221 123-297
PP 123-158 123-158 123-158 123-174
S1 123-097 123-097 123-189 123-128
S2 122-308 122-308 123-174
S3 122-138 122-247 123-158
S4 121-288 122-077 123-112
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
5 123-220 123-005 0-215 0.5% 0-114 0.3% 93% True False 454,261
10 124-135 122-145 1-310 1.6% 0-177 0.4% 60% False False 926,917
20 125-060 122-145 2-235 2.2% 0-196 0.5% 43% False False 1,180,090
40 130-140 122-145 7-315 6.5% 0-225 0.6% 15% False False 761,693
60 130-150 122-145 8-005 6.5% 0-191 0.5% 15% False False 508,202
80 131-050 122-145 8-225 7.0% 0-148 0.4% 14% False False 381,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-302
2.618 125-025
1.618 124-175
1.000 124-070
0.618 124-005
HIGH 123-220
0.618 123-155
0.500 123-135
0.382 123-115
LOW 123-050
0.618 122-265
1.000 122-200
1.618 122-095
2.618 121-245
4.250 120-288
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 123-182 123-178
PP 123-158 123-152
S1 123-135 123-125

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

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