ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 123-310 124-040 0-050 0.1% 123-110
High 124-105 124-075 -0-030 -0.1% 124-105
Low 123-275 123-185 -0-090 -0.2% 123-030
Close 124-090 124-035 -0-055 -0.1% 124-090
Range 0-150 0-210 0-060 40.0% 1-075
ATR 0-184 0-187 0-003 1.6% 0-000
Volume 786,367 1,442,195 655,828 83.4% 2,440,849
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 125-302 125-218 124-151
R3 125-092 125-008 124-093
R2 124-202 124-202 124-074
R1 124-118 124-118 124-054 124-055
PP 123-312 123-312 123-312 123-280
S1 123-228 123-228 124-016 123-165
S2 123-102 123-102 123-317
S3 122-212 123-018 123-297
S4 122-002 122-128 123-239
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 127-193 127-057 124-307
R3 126-118 125-302 124-199
R2 125-043 125-043 124-162
R1 124-227 124-227 124-126 124-295
PP 123-288 123-288 123-288 124-003
S1 123-152 123-152 124-054 123-220
S2 122-213 122-213 124-018
S3 121-138 122-077 123-301
S4 120-063 121-002 123-193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-105 123-030 1-075 1.0% 0-152 0.4% 82% False False 776,608
10 124-105 122-260 1-165 1.2% 0-142 0.4% 86% False False 708,638
20 125-020 122-145 2-195 2.1% 0-182 0.5% 63% False False 1,049,196
40 130-140 122-145 7-315 6.4% 0-225 0.6% 21% False False 836,045
60 130-140 122-145 7-315 6.4% 0-192 0.5% 21% False False 558,100
80 131-050 122-145 8-225 7.0% 0-155 0.4% 19% False False 418,589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 127-008
2.618 125-305
1.618 125-095
1.000 124-285
0.618 124-205
HIGH 124-075
0.618 123-315
0.500 123-290
0.382 123-265
LOW 123-185
0.618 123-055
1.000 122-295
1.618 122-165
2.618 121-275
4.250 120-252
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 124-013 124-018
PP 123-312 124-002
S1 123-290 123-305

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

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