ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 124-055 124-275 0-220 0.6% 124-225
High 124-315 124-300 -0-015 0.0% 125-135
Low 124-050 124-065 0-015 0.0% 123-250
Close 124-260 124-070 -0-190 -0.5% 124-070
Range 0-265 0-235 -0-030 -11.3% 1-205
ATR 0-216 0-218 0-001 0.6% 0-000
Volume 1,684,165 1,168,462 -515,703 -30.6% 6,154,635
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 126-210 126-055 124-199
R3 125-295 125-140 124-135
R2 125-060 125-060 124-113
R1 124-225 124-225 124-092 124-185
PP 124-145 124-145 124-145 124-125
S1 123-310 123-310 124-048 123-270
S2 123-230 123-230 124-027
S3 122-315 123-075 124-005
S4 122-080 122-160 123-261
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
5 125-090 123-250 1-160 1.2% 0-235 0.6% 29% False False 1,482,966
10 125-135 123-250 1-205 1.3% 0-220 0.6% 27% False False 1,436,922
20 125-135 123-030 2-105 1.9% 0-200 0.5% 48% False False 1,200,275
40 125-135 122-145 2-310 2.4% 0-201 0.5% 59% False False 1,256,127
60 130-140 122-145 7-315 6.4% 0-217 0.5% 22% False False 888,440
80 131-050 122-145 8-225 7.0% 0-193 0.5% 20% False False 666,528
100 131-050 122-145 8-225 7.0% 0-155 0.4% 20% False False 533,223
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-019
2.618 126-275
1.618 126-040
1.000 125-215
0.618 125-125
HIGH 124-300
0.618 124-210
0.500 124-182
0.382 124-155
LOW 124-065
0.618 123-240
1.000 123-150
1.618 123-005
2.618 122-090
4.250 121-026
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 124-182 124-123
PP 124-145 124-105
S1 124-108 124-088

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

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