ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 09-Feb-2017
Day Change Summary
Previous Current
08-Feb-2017 09-Feb-2017 Change Change % Previous Week
Open 125-015 125-155 0-140 0.3% 124-065
High 125-180 125-155 -0-025 -0.1% 124-265
Low 124-315 124-270 -0-045 -0.1% 123-290
Close 125-115 124-295 -0-140 -0.3% 124-090
Range 0-185 0-205 0-020 10.8% 0-295
ATR 0-197 0-197 0-001 0.3% 0-000
Volume 1,724,286 1,434,680 -289,606 -16.8% 8,024,874
Daily Pivots for day following 09-Feb-2017
Classic Woodie Camarilla DeMark
R4 127-002 126-193 125-088
R3 126-117 125-308 125-031
R2 125-232 125-232 125-013
R1 125-103 125-103 124-314 125-065
PP 125-027 125-027 125-027 125-008
S1 124-218 124-218 124-276 124-180
S2 124-142 124-142 124-257
S3 123-257 124-013 124-239
S4 123-052 123-128 124-182
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
5 125-180 124-030 1-150 1.2% 0-200 0.5% 56% False False 1,532,897
10 125-180 123-255 1-245 1.4% 0-174 0.4% 64% False False 1,494,792
20 125-180 123-180 2-000 1.6% 0-200 0.5% 68% False False 1,487,433
40 125-180 122-145 3-035 2.5% 0-192 0.5% 79% False False 1,277,464
60 126-165 122-145 4-020 3.3% 0-204 0.5% 61% False False 1,182,377
80 130-140 122-145 7-315 6.4% 0-200 0.5% 31% False False 888,334
100 131-050 122-145 8-225 7.0% 0-176 0.4% 28% False False 710,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-066
2.618 127-052
1.618 126-167
1.000 126-040
0.618 125-282
HIGH 125-155
0.618 125-077
0.500 125-053
0.382 125-028
LOW 124-270
0.618 124-143
1.000 124-065
1.618 123-258
2.618 123-053
4.250 122-039
Fisher Pivots for day following 09-Feb-2017
Pivot 1 day 3 day
R1 125-053 125-050
PP 125-027 125-025
S1 125-001 125-000

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

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