ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 124-020 124-055 0-035 0.1% 124-225
High 124-095 124-315 0-220 0.6% 125-135
Low 123-250 124-050 0-120 0.3% 123-250
Close 124-070 124-260 0-190 0.5% 124-070
Range 0-165 0-265 0-100 60.6% 1-205
ATR 0-212 0-216 0-004 1.8% 0-000
Volume 1,461,739 1,684,165 222,426 15.2% 6,154,635
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 127-043 126-257 125-086
R3 126-098 125-312 125-013
R2 125-153 125-153 124-309
R1 125-047 125-047 124-284 125-100
PP 124-208 124-208 124-208 124-235
S1 124-102 124-102 124-236 124-155
S2 123-263 123-263 124-211
S3 122-318 123-157 124-187
S4 122-053 122-212 124-114
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 129-127 128-143 125-039
R3 127-242 126-258 124-214
R2 126-037 126-037 124-166
R1 125-053 125-053 124-118 124-263
PP 124-152 124-152 124-152 124-096
S1 123-168 123-168 124-022 123-058
S2 122-267 122-267 123-294
S3 121-062 121-283 123-246
S4 119-177 120-078 123-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-135 123-250 1-205 1.3% 0-235 0.6% 63% False False 1,567,760
10 125-135 123-250 1-205 1.3% 0-216 0.5% 63% False False 1,409,012
20 125-135 123-015 2-120 1.9% 0-194 0.5% 74% False False 1,171,128
40 125-135 122-145 2-310 2.4% 0-204 0.5% 79% False False 1,262,276
60 130-140 122-145 7-315 6.4% 0-216 0.5% 30% False False 868,967
80 131-050 122-145 8-225 7.0% 0-190 0.5% 27% False False 651,923
100 131-050 122-145 8-225 7.0% 0-153 0.4% 27% False False 521,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-045
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-161
2.618 127-049
1.618 126-104
1.000 125-260
0.618 125-159
HIGH 124-315
0.618 124-214
0.500 124-183
0.382 124-151
LOW 124-050
0.618 123-206
1.000 123-105
1.618 122-261
2.618 121-316
4.250 120-204
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 124-234 124-214
PP 124-208 124-168
S1 124-183 124-123

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

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