ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 123-280 124-105 0-145 0.4% 124-080
High 124-135 124-125 -0-010 0.0% 124-270
Low 123-195 123-205 0-010 0.0% 123-070
Close 124-085 123-205 -0-200 -0.5% 123-205
Range 0-260 0-240 -0-020 -7.7% 1-200
ATR 0-172 0-177 0-005 2.8% 0-000
Volume 2,050 1,722 -328 -16.0% 9,047
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 126-045 125-205 124-017
R3 125-125 124-285 123-271
R2 124-205 124-205 123-249
R1 124-045 124-045 123-227 124-005
PP 123-285 123-285 123-285 123-265
S1 123-125 123-125 123-183 123-085
S2 123-045 123-045 123-161
S3 122-125 122-205 123-139
S4 121-205 121-285 123-073
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 128-248 127-267 124-171
R3 127-048 126-067 124-028
R2 125-168 125-168 123-300
R1 124-187 124-187 123-253 124-078
PP 123-288 123-288 123-288 123-234
S1 122-307 122-307 123-157 122-198
S2 122-088 122-088 123-110
S3 120-208 121-107 123-062
S4 119-008 119-227 122-239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-230 123-070 1-160 1.2% 0-229 0.6% 28% False False 2,374
10 124-270 123-070 1-200 1.3% 0-209 0.5% 26% False False 2,053
20 124-270 122-180 2-090 1.8% 0-165 0.4% 47% False False 1,170
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-185
2.618 126-113
1.618 125-193
1.000 125-045
0.618 124-273
HIGH 124-125
0.618 124-033
0.500 124-005
0.382 123-297
LOW 123-205
0.618 123-057
1.000 122-285
1.618 122-137
2.618 121-217
4.250 120-145
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 124-005 123-263
PP 123-285 123-243
S1 123-245 123-224

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

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