ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 07-Feb-2017
Day Change Summary
Previous Current
06-Feb-2017 07-Feb-2017 Change Change % Previous Week
Open 124-135 124-300 0-165 0.4% 124-065
High 125-005 125-100 0-095 0.2% 124-265
Low 124-130 124-240 0-110 0.3% 123-290
Close 124-300 125-035 0-055 0.1% 124-090
Range 0-195 0-180 -0-015 -7.7% 0-295
ATR 0-199 0-197 -0-001 -0.7% 0-000
Volume 1,276,682 1,410,505 133,823 10.5% 8,024,874
Daily Pivots for day following 07-Feb-2017
Classic Woodie Camarilla DeMark
R4 126-238 126-157 125-134
R3 126-058 125-297 125-085
R2 125-198 125-198 125-068
R1 125-117 125-117 125-052 125-158
PP 125-018 125-018 125-018 125-039
S1 124-257 124-257 125-019 124-298
S2 124-158 124-158 125-002
S3 123-298 124-077 124-306
S4 123-118 123-217 124-256
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
5 125-100 123-290 1-130 1.1% 0-188 0.5% 86% True False 1,475,184
10 125-100 123-180 1-240 1.4% 0-171 0.4% 88% True False 1,458,904
20 125-135 123-180 1-275 1.5% 0-195 0.5% 83% False False 1,447,913
40 125-135 122-145 2-310 2.4% 0-193 0.5% 89% False False 1,270,609
60 127-275 122-145 5-130 4.3% 0-207 0.5% 49% False False 1,130,284
80 130-140 122-145 7-315 6.4% 0-199 0.5% 33% False False 848,866
100 131-050 122-145 8-225 7.0% 0-172 0.4% 31% False False 679,114
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 127-225
2.618 126-251
1.618 126-071
1.000 125-280
0.618 125-211
HIGH 125-100
0.618 125-031
0.500 125-010
0.382 124-309
LOW 124-240
0.618 124-129
1.000 124-060
1.618 123-269
2.618 123-089
4.250 122-115
Fisher Pivots for day following 07-Feb-2017
Pivot 1 day 3 day
R1 125-027 124-312
PP 125-018 124-268
S1 125-010 124-225

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

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