ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 124-110 124-080 -0-030 -0.1% 123-140
High 124-110 124-200 0-090 0.2% 124-160
Low 124-020 124-005 -0-015 0.0% 123-005
Close 124-060 124-080 0-020 0.1% 123-260
Range 0-090 0-195 0-105 116.6% 1-155
ATR 0-124 0-129 0-005 4.1% 0-000
Volume 390 2,941 2,551 654.1% 1,762
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 126-040 125-255 124-187
R3 125-165 125-060 124-134
R2 124-290 124-290 124-116
R1 124-185 124-185 124-098 124-178
PP 124-095 124-095 124-095 124-091
S1 123-310 123-310 124-062 123-302
S2 123-220 123-220 124-044
S3 123-025 123-115 124-026
S4 122-150 122-240 123-293
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
5 124-200 123-180 1-020 0.9% 0-191 0.5% 65% True False 1,222
10 124-200 122-235 1-285 1.5% 0-150 0.4% 80% True False 620
20 124-200 122-000 2-200 2.1% 0-087 0.2% 86% True False 310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-069
2.618 126-071
1.618 125-196
1.000 125-075
0.618 125-001
HIGH 124-200
0.618 124-126
0.500 124-102
0.382 124-079
LOW 124-005
0.618 123-204
1.000 123-130
1.618 123-009
2.618 122-134
4.250 121-136
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 124-102 124-076
PP 124-095 124-072
S1 124-087 124-068

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

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