ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 124-140 124-220 0-080 0.2% 124-235
High 124-290 124-255 -0-035 -0.1% 124-290
Low 124-110 124-125 0-015 0.0% 123-245
Close 124-225 124-225 0-000 0.0% 124-225
Range 0-180 0-130 -0-050 -27.8% 1-045
ATR 0-184 0-180 -0-004 -2.1% 0-000
Volume 1,124,874 1,534,132 409,258 36.4% 6,304,391
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 125-272 125-218 124-297
R3 125-142 125-088 124-261
R2 125-012 125-012 124-249
R1 124-278 124-278 124-237 124-305
PP 124-202 124-202 124-202 124-215
S1 124-148 124-148 124-213 124-175
S2 124-072 124-072 124-201
S3 123-262 124-018 124-189
S4 123-132 123-208 124-153
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 127-282 127-138 125-106
R3 126-237 126-093 125-005
R2 125-192 125-192 124-292
R1 125-048 125-048 124-258 124-258
PP 124-147 124-147 124-147 124-091
S1 124-003 124-003 124-192 123-212
S2 123-102 123-102 124-158
S3 122-057 122-278 124-125
S4 121-012 121-233 124-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-290 123-245 1-045 0.9% 0-173 0.4% 82% False False 1,402,409
10 125-180 123-245 1-255 1.4% 0-163 0.4% 52% False False 1,357,424
20 125-180 123-180 2-000 1.6% 0-170 0.4% 57% False False 1,396,062
40 125-180 123-015 2-165 2.0% 0-182 0.5% 66% False False 1,283,595
60 125-180 122-145 3-035 2.5% 0-192 0.5% 72% False False 1,306,871
80 130-140 122-145 7-315 6.4% 0-204 0.5% 28% False False 1,000,740
100 131-050 122-145 8-225 7.0% 0-186 0.5% 26% False False 800,751
120 131-050 122-145 8-225 7.0% 0-156 0.4% 26% False False 667,292
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-168
2.618 125-275
1.618 125-145
1.000 125-065
0.618 125-015
HIGH 124-255
0.618 124-205
0.500 124-190
0.382 124-175
LOW 124-125
0.618 124-045
1.000 123-315
1.618 123-235
2.618 123-105
4.250 122-212
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 124-213 124-196
PP 124-202 124-167
S1 124-190 124-138

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

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