ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 124-125 124-265 0-140 0.4% 124-040
High 124-275 124-295 0-020 0.1% 125-105
Low 124-075 124-200 0-125 0.3% 123-185
Close 124-250 124-245 -0-005 0.0% 124-130
Range 0-200 0-095 -0-105 -52.5% 1-240
ATR 0-201 0-193 -0-008 -3.8% 0-000
Volume 889,369 907,696 18,327 2.1% 6,018,782
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 125-212 125-163 124-297
R3 125-117 125-068 124-271
R2 125-022 125-022 124-262
R1 124-293 124-293 124-254 124-270
PP 124-247 124-247 124-247 124-235
S1 124-198 124-198 124-236 124-175
S2 124-152 124-152 124-228
S3 124-057 124-103 124-219
S4 123-282 124-008 124-193
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 129-220 128-255 125-118
R3 127-300 127-015 124-284
R2 126-060 126-060 124-233
R1 125-095 125-095 124-181 125-238
PP 124-140 124-140 124-140 124-211
S1 123-175 123-175 124-079 123-318
S2 122-220 122-220 124-027
S3 120-300 121-255 123-296
S4 119-060 120-015 123-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-105 123-275 1-150 1.2% 0-210 0.5% 62% False False 1,274,730
10 125-105 123-030 2-075 1.8% 0-181 0.5% 75% False False 1,025,669
20 125-105 122-145 2-280 2.3% 0-185 0.5% 80% False False 1,065,377
40 127-005 122-145 4-180 3.7% 0-206 0.5% 51% False False 993,541
60 130-140 122-145 7-315 6.4% 0-199 0.5% 29% False False 664,295
80 131-050 122-145 8-225 7.0% 0-168 0.4% 27% False False 498,260
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 126-059
2.618 125-224
1.618 125-129
1.000 125-070
0.618 125-034
HIGH 124-295
0.618 124-259
0.500 124-248
0.382 124-236
LOW 124-200
0.618 124-141
1.000 124-105
1.618 124-046
2.618 123-271
4.250 123-116
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 124-248 124-250
PP 124-247 124-248
S1 124-246 124-247

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

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