ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 123-160 123-270 0-110 0.3% 122-180
High 123-210 124-140 0-250 0.6% 123-200
Low 123-125 123-180 0-055 0.1% 122-180
Close 123-160 124-075 0-235 0.6% 123-200
Range 0-085 0-280 0-195 229.3% 1-020
ATR 0-102 0-116 0-014 13.8% 0-000
Volume 48 1,581 1,533 3,193.8% 6
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 126-225 126-110 124-229
R3 125-265 125-150 124-152
R2 124-305 124-305 124-126
R1 124-190 124-190 124-101 124-248
PP 124-025 124-025 124-025 124-054
S1 123-230 123-230 124-049 123-288
S2 123-065 123-065 124-024
S3 122-105 122-270 123-318
S4 121-145 121-310 123-241
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
5 124-140 123-005 1-135 1.1% 0-147 0.4% 86% True False 334
10 124-140 122-180 1-280 1.5% 0-082 0.2% 89% True False 167
20 124-140 122-000 2-140 2.0% 0-054 0.1% 92% True False 84
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 0-020
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 128-050
2.618 126-233
1.618 125-273
1.000 125-100
0.618 124-313
HIGH 124-140
0.618 124-033
0.500 124-000
0.382 123-287
LOW 123-180
0.618 123-007
1.000 122-220
1.618 122-047
2.618 121-087
4.250 119-270
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 124-050 124-021
PP 124-025 123-287
S1 124-000 123-232

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

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