ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 03-Feb-2017
Day Change Summary
Previous Current
02-Feb-2017 03-Feb-2017 Change Change % Previous Week
Open 124-100 124-110 0-010 0.0% 124-065
High 124-225 124-265 0-040 0.1% 124-265
Low 124-075 124-030 -0-045 -0.1% 123-290
Close 124-120 124-090 -0-030 -0.1% 124-090
Range 0-150 0-235 0-085 56.7% 0-295
ATR 0-193 0-196 0-003 1.6% 0-000
Volume 1,373,958 1,818,335 444,377 32.3% 8,024,874
Daily Pivots for day following 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 126-193 126-057 124-219
R3 125-278 125-142 124-155
R2 125-043 125-043 124-133
R1 124-227 124-227 124-112 124-178
PP 124-128 124-128 124-128 124-104
S1 123-312 123-312 124-068 123-263
S2 123-213 123-213 124-047
S3 122-298 123-077 124-025
S4 122-063 122-162 123-281
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 127-033 126-197 124-252
R3 126-058 125-222 124-171
R2 125-083 125-083 124-144
R1 124-247 124-247 124-117 125-005
PP 124-108 124-108 124-108 124-148
S1 123-272 123-272 124-063 124-030
S2 123-133 123-133 124-036
S3 122-158 122-297 124-009
S4 121-183 122-002 123-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-265 123-290 0-295 0.7% 0-171 0.4% 41% True False 1,604,974
10 124-315 123-180 1-135 1.1% 0-183 0.5% 51% False False 1,475,448
20 125-135 123-180 1-275 1.5% 0-203 0.5% 39% False False 1,435,033
40 125-135 122-145 2-310 2.4% 0-193 0.5% 62% False False 1,259,307
60 130-140 122-145 7-315 6.4% 0-221 0.6% 23% False False 1,086,143
80 130-140 122-145 7-315 6.4% 0-196 0.5% 23% False False 815,285
100 131-050 122-145 8-225 7.0% 0-169 0.4% 21% False False 652,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127-304
2.618 126-240
1.618 126-005
1.000 125-180
0.618 125-090
HIGH 124-265
0.618 124-175
0.500 124-148
0.382 124-120
LOW 124-030
0.618 123-205
1.000 123-115
1.618 122-290
2.618 122-055
4.250 120-311
Fisher Pivots for day following 03-Feb-2017
Pivot 1 day 3 day
R1 124-148 124-118
PP 124-128 124-108
S1 124-109 124-099

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

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