ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 122-180 122-235 0-055 0.1% 122-245
High 122-180 123-000 0-140 0.4% 122-245
Low 122-180 122-235 0-055 0.1% 122-080
Close 122-180 123-000 0-140 0.4% 122-230
Range 0-000 0-085 0-085 0-165
ATR 0-090 0-094 0-004 3.9% 0-000
Volume 0 5 5 4
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 123-227 123-198 123-047
R3 123-142 123-113 123-023
R2 123-057 123-057 123-016
R1 123-028 123-028 123-008 123-042
PP 122-292 122-292 122-292 122-299
S1 122-263 122-263 122-312 122-278
S2 122-207 122-207 122-304
S3 122-122 122-178 122-297
S4 122-037 122-093 122-273
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 124-040 123-300 123-001
R3 123-195 123-135 122-275
R2 123-030 123-030 122-260
R1 122-290 122-290 122-245 122-238
PP 122-185 122-185 122-185 122-159
S1 122-125 122-125 122-215 122-073
S2 122-020 122-020 122-200
S3 121-175 121-280 122-185
S4 121-010 121-115 122-139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-000 122-180 0-140 0.4% 0-017 0.0% 100% True False 1
10 123-000 122-000 1-000 0.8% 0-034 0.1% 100% True False 1
20 124-100 122-000 2-100 1.9% 0-017 0.0% 43% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-041
2.618 123-223
1.618 123-138
1.000 123-085
0.618 123-053
HIGH 123-000
0.618 122-288
0.500 122-278
0.382 122-267
LOW 122-235
0.618 122-182
1.000 122-150
1.618 122-097
2.618 122-012
4.250 121-194
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 122-306 122-297
PP 122-292 122-273
S1 122-278 122-250

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

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