ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 29-Dec-2016
Day Change Summary
Previous Current
28-Dec-2016 29-Dec-2016 Change Change % Previous Week
Open 123-060 123-205 0-145 0.4% 122-265
High 123-220 124-025 0-125 0.3% 123-150
Low 123-050 123-195 0-145 0.4% 122-260
Close 123-205 123-300 0-095 0.2% 123-115
Range 0-170 0-150 -0-020 -11.8% 0-210
ATR 0-190 0-187 -0-003 -1.5% 0-000
Volume 624,846 766,254 141,408 22.6% 3,203,342
Daily Pivots for day following 29-Dec-2016
Classic Woodie Camarilla DeMark
R4 125-090 125-025 124-062
R3 124-260 124-195 124-021
R2 124-110 124-110 124-007
R1 124-045 124-045 123-314 124-077
PP 123-280 123-280 123-280 123-296
S1 123-215 123-215 123-286 123-248
S2 123-130 123-130 123-273
S3 122-300 123-065 123-259
S4 122-150 122-235 123-218
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
5 124-025 123-015 1-010 0.8% 0-121 0.3% 86% True False 505,458
10 124-025 122-145 1-200 1.3% 0-145 0.4% 91% True False 827,140
20 125-020 122-145 2-195 2.1% 0-188 0.5% 57% False False 1,105,087
40 130-140 122-145 7-315 6.4% 0-224 0.6% 19% False False 780,726
60 130-140 122-145 7-315 6.4% 0-190 0.5% 19% False False 520,959
80 131-050 122-145 8-225 7.0% 0-150 0.4% 17% False False 390,732
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-022
2.618 125-098
1.618 124-268
1.000 124-175
0.618 124-118
HIGH 124-025
0.618 123-288
0.500 123-270
0.382 123-252
LOW 123-195
0.618 123-102
1.000 123-045
1.618 122-272
2.618 122-122
4.250 121-198
Fisher Pivots for day following 29-Dec-2016
Pivot 1 day 3 day
R1 123-290 123-263
PP 123-280 123-225
S1 123-270 123-188

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

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