ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 123-200 123-140 -0-060 -0.2% 122-180
High 123-200 123-185 -0-015 0.0% 123-200
Low 123-075 123-005 -0-070 -0.2% 122-180
Close 123-200 123-165 -0-035 -0.1% 123-200
Range 0-125 0-180 0-055 44.0% 1-020
ATR 0-097 0-104 0-007 7.3% 0-000
Volume 0 42 42 6
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 125-018 124-272 123-264
R3 124-158 124-092 123-214
R2 123-298 123-298 123-198
R1 123-232 123-232 123-181 123-265
PP 123-118 123-118 123-118 123-135
S1 123-052 123-052 123-148 123-085
S2 122-258 122-258 123-132
S3 122-078 122-192 123-115
S4 121-218 122-012 123-066
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 126-147 126-033 124-067
R3 125-127 125-013 123-294
R2 124-107 124-107 123-262
R1 123-313 123-313 123-231 124-050
PP 123-087 123-087 123-087 123-115
S1 122-293 122-293 123-169 123-030
S2 122-067 122-067 123-138
S3 121-047 121-273 123-106
S4 120-027 120-253 123-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-200 122-180 1-020 0.9% 0-091 0.2% 90% False False 9
10 123-200 122-080 1-120 1.1% 0-057 0.1% 92% False False 5
20 124-100 122-000 2-100 1.9% 0-035 0.1% 66% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 125-310
2.618 125-016
1.618 124-156
1.000 124-045
0.618 123-296
HIGH 123-185
0.618 123-116
0.500 123-095
0.382 123-074
LOW 123-005
0.618 122-214
1.000 122-145
1.618 122-034
2.618 121-174
4.250 120-200
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 123-142 123-144
PP 123-118 123-123
S1 123-095 123-102

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

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