ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 124-085 124-080 -0-005 0.0% 123-300
High 124-195 124-270 0-075 0.2% 124-240
Low 123-255 124-045 0-110 0.3% 123-255
Close 124-070 124-215 0-145 0.4% 124-070
Range 0-260 0-225 -0-035 -13.5% 0-305
ATR 0-142 0-148 0-006 4.2% 0-000
Volume 691 946 255 36.9% 8,823
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 126-212 126-118 125-019
R3 125-307 125-213 124-277
R2 125-082 125-082 124-256
R1 124-308 124-308 124-236 125-035
PP 124-177 124-177 124-177 124-200
S1 124-083 124-083 124-194 124-130
S2 123-272 123-272 124-174
S3 123-047 123-178 124-153
S4 122-142 122-273 124-091
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
5 124-270 123-255 1-015 0.8% 0-189 0.5% 84% True False 1,732
10 124-270 123-005 1-265 1.5% 0-188 0.5% 91% True False 1,153
20 124-270 122-000 2-270 2.3% 0-119 0.3% 94% True False 577
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 0-049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-266
2.618 126-219
1.618 125-314
1.000 125-175
0.618 125-089
HIGH 124-270
0.618 124-184
0.500 124-158
0.382 124-131
LOW 124-045
0.618 123-226
1.000 123-140
1.618 123-001
2.618 122-096
4.250 121-049
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 124-196 124-178
PP 124-177 124-140
S1 124-158 124-103

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

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