ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 13-Jan-2017
Day Change Summary
Previous Current
12-Jan-2017 13-Jan-2017 Change Change % Previous Week
Open 124-065 124-085 0-020 0.1% 123-300
High 124-240 124-195 -0-045 -0.1% 124-240
Low 124-065 123-255 -0-130 -0.3% 123-255
Close 124-105 124-070 -0-035 -0.1% 124-070
Range 0-175 0-260 0-085 48.6% 0-305
ATR 0-133 0-142 0-009 6.9% 0-000
Volume 3,694 691 -3,003 -81.3% 8,823
Daily Pivots for day following 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 126-207 126-078 124-213
R3 125-267 125-138 124-142
R2 125-007 125-007 124-118
R1 124-198 124-198 124-094 124-133
PP 124-067 124-067 124-067 124-034
S1 123-258 123-258 124-046 123-193
S2 123-127 123-127 124-022
S3 122-187 122-318 123-319
S4 121-247 122-058 123-247
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 127-037 126-198 124-238
R3 126-052 125-213 124-154
R2 125-067 125-067 124-126
R1 124-228 124-228 124-098 124-308
PP 124-082 124-082 124-082 124-121
S1 123-243 123-243 124-042 124-003
S2 123-097 123-097 124-014
S3 122-112 122-258 123-306
S4 121-127 121-273 123-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-240 123-255 0-305 0.8% 0-173 0.4% 44% False True 1,764
10 124-240 123-005 1-235 1.4% 0-178 0.4% 69% False False 1,058
20 124-240 122-000 2-240 2.2% 0-108 0.3% 81% False False 529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-020
2.618 126-236
1.618 125-296
1.000 125-135
0.618 125-036
HIGH 124-195
0.618 124-096
0.500 124-065
0.382 124-034
LOW 123-255
0.618 123-094
1.000 122-315
1.618 122-154
2.618 121-214
4.250 120-110
Fisher Pivots for day following 13-Jan-2017
Pivot 1 day 3 day
R1 124-068 124-088
PP 124-067 124-082
S1 124-065 124-076

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

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