ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 123-270 124-110 0-160 0.4% 123-140
High 124-140 124-160 0-020 0.1% 124-160
Low 123-180 123-235 0-055 0.1% 123-005
Close 124-075 123-260 -0-135 -0.3% 123-260
Range 0-280 0-245 -0-035 -12.5% 1-155
ATR 0-116 0-126 0-009 7.9% 0-000
Volume 1,581 91 -1,490 -94.2% 1,762
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 126-100 125-265 124-075
R3 125-175 125-020 124-007
R2 124-250 124-250 123-305
R1 124-095 124-095 123-282 124-050
PP 124-005 124-005 124-005 123-303
S1 123-170 123-170 123-238 123-125
S2 123-080 123-080 123-215
S3 122-155 122-245 123-193
S4 121-230 122-000 123-125
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 128-073 127-162 124-201
R3 126-238 126-007 124-071
R2 125-083 125-083 124-027
R1 124-172 124-172 123-304 124-288
PP 123-248 123-248 123-248 123-306
S1 123-017 123-017 123-216 123-132
S2 122-093 122-093 123-173
S3 120-258 121-182 123-129
S4 119-103 120-027 122-319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-160 123-005 1-155 1.2% 0-183 0.5% 54% True False 352
10 124-160 122-180 1-300 1.6% 0-106 0.3% 65% True False 176
20 124-160 122-000 2-160 2.0% 0-066 0.2% 73% True False 88
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-241
2.618 126-161
1.618 125-236
1.000 125-085
0.618 124-311
HIGH 124-160
0.618 124-066
0.500 124-038
0.382 124-009
LOW 123-235
0.618 123-084
1.000 122-310
1.618 122-159
2.618 121-234
4.250 120-154
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 124-038 123-302
PP 124-005 123-288
S1 123-293 123-274

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

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