ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 124-045 124-065 0-020 0.1% 123-110
High 124-090 125-010 0-240 0.6% 124-105
Low 123-275 124-035 0-080 0.2% 123-030
Close 124-035 124-265 0-230 0.6% 124-090
Range 0-135 0-295 0-160 118.5% 1-075
ATR 0-184 0-192 0-008 4.3% 0-000
Volume 1,153,515 1,882,843 729,328 63.2% 2,440,849
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 127-135 127-015 125-107
R3 126-160 126-040 125-026
R2 125-185 125-185 124-319
R1 125-065 125-065 124-292 125-125
PP 124-210 124-210 124-210 124-240
S1 124-090 124-090 124-238 124-150
S2 123-235 123-235 124-211
S3 122-260 123-115 124-184
S4 121-285 122-140 124-103
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
5 125-010 123-185 1-145 1.2% 0-188 0.5% 86% True False 1,206,234
10 125-010 123-005 2-005 1.6% 0-151 0.4% 90% True False 830,247
20 125-010 122-145 2-185 2.1% 0-183 0.5% 92% True False 1,083,581
40 130-140 122-145 7-315 6.4% 0-231 0.6% 30% False False 911,698
60 130-140 122-145 7-315 6.4% 0-194 0.5% 30% False False 608,703
80 131-050 122-145 8-225 7.0% 0-160 0.4% 27% False False 456,544
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 0-025
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 128-304
2.618 127-142
1.618 126-167
1.000 125-305
0.618 125-192
HIGH 125-010
0.618 124-217
0.500 124-183
0.382 124-148
LOW 124-035
0.618 123-173
1.000 123-060
1.618 122-198
2.618 121-223
4.250 120-061
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 124-237 124-209
PP 124-210 124-153
S1 124-183 124-098

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

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