ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 123-140 123-160 0-020 0.1% 122-180
High 123-185 123-210 0-025 0.1% 123-200
Low 123-005 123-125 0-120 0.3% 122-180
Close 123-165 123-160 -0-005 0.0% 123-200
Range 0-180 0-085 -0-095 -52.8% 1-020
ATR 0-104 0-102 -0-001 -1.3% 0-000
Volume 42 48 6 14.3% 6
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 124-100 124-055 123-207
R3 124-015 123-290 123-183
R2 123-250 123-250 123-176
R1 123-205 123-205 123-168 123-203
PP 123-165 123-165 123-165 123-164
S1 123-120 123-120 123-152 123-117
S2 123-080 123-080 123-144
S3 122-315 123-035 123-137
S4 122-230 122-270 123-113
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
5 123-210 122-235 0-295 0.7% 0-108 0.3% 83% True False 19
10 123-210 122-080 1-130 1.1% 0-066 0.2% 89% True False 10
20 124-100 122-000 2-100 1.9% 0-040 0.1% 65% False False 5
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 0-011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-251
2.618 124-113
1.618 124-028
1.000 123-295
0.618 123-263
HIGH 123-210
0.618 123-178
0.500 123-168
0.382 123-157
LOW 123-125
0.618 123-072
1.000 123-040
1.618 122-307
2.618 122-222
4.250 122-084
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 123-168 123-143
PP 123-165 123-125
S1 123-163 123-108

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

View Archives - Comment on this page... - Back to Index of Symbols