ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 123-050 123-120 0-070 0.2% 123-280
High 123-140 123-195 0-055 0.1% 124-135
Low 123-000 123-075 0-075 0.2% 123-000
Close 123-125 123-195 0-070 0.2% 123-195
Range 0-140 0-120 -0-020 -14.3% 1-135
ATR 0-177 0-173 -0-004 -2.3% 0-000
Volume 10,131 1,791 -8,340 -82.3% 21,973
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 124-195 124-155 123-261
R3 124-075 124-035 123-228
R2 123-275 123-275 123-217
R1 123-235 123-235 123-206 123-255
PP 123-155 123-155 123-155 123-165
S1 123-115 123-115 123-184 123-135
S2 123-035 123-035 123-173
S3 122-235 122-315 123-162
S4 122-115 122-195 123-129
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 127-302 127-063 124-125
R3 126-167 125-248 124-000
R2 125-032 125-032 123-278
R1 124-113 124-113 123-237 124-005
PP 123-217 123-217 123-217 123-163
S1 122-298 122-298 123-153 122-190
S2 122-082 122-082 123-112
S3 120-267 121-163 123-070
S4 119-132 120-028 122-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-135 123-000 1-135 1.2% 0-194 0.5% 43% False False 4,394
10 124-270 123-000 1-270 1.5% 0-210 0.5% 33% False False 3,171
20 124-270 123-000 1-270 1.5% 0-184 0.5% 33% False False 2,080
40 124-270 122-000 2-270 2.3% 0-101 0.3% 57% False False 1,040
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-041
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 125-065
2.618 124-189
1.618 124-069
1.000 123-315
0.618 123-269
HIGH 123-195
0.618 123-149
0.500 123-135
0.382 123-121
LOW 123-075
0.618 123-001
1.000 122-275
1.618 122-201
2.618 122-081
4.250 121-205
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 123-175 123-173
PP 123-155 123-152
S1 123-135 123-130

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

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