ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 123-300 124-110 0-130 0.3% 123-140
High 124-080 124-110 0-030 0.1% 124-160
Low 123-255 124-020 0-085 0.2% 123-005
Close 124-065 124-060 -0-005 0.0% 123-260
Range 0-145 0-090 -0-055 -37.9% 1-155
ATR 0-127 0-124 -0-003 -2.1% 0-000
Volume 1,107 390 -717 -64.8% 1,762
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 125-013 124-287 124-110
R3 124-243 124-197 124-085
R2 124-153 124-153 124-077
R1 124-107 124-107 124-068 124-085
PP 124-063 124-063 124-063 124-053
S1 124-017 124-017 124-052 123-315
S2 123-293 123-293 124-043
S3 123-203 123-247 124-035
S4 123-113 123-157 124-010
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
5 124-160 123-125 1-035 0.9% 0-169 0.4% 72% False False 643
10 124-160 122-180 1-300 1.6% 0-130 0.3% 84% False False 326
20 124-160 122-000 2-160 2.0% 0-078 0.2% 88% False False 163
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0-029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-173
2.618 125-026
1.618 124-256
1.000 124-200
0.618 124-166
HIGH 124-110
0.618 124-076
0.500 124-065
0.382 124-054
LOW 124-020
0.618 123-284
1.000 123-250
1.618 123-194
2.618 123-104
4.250 122-277
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 124-065 124-053
PP 124-063 124-045
S1 124-062 124-038

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

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