ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 123-120 123-225 0-105 0.3% 123-280
High 123-195 123-255 0-060 0.2% 124-135
Low 123-075 123-165 0-090 0.2% 123-000
Close 123-195 123-210 0-015 0.0% 123-195
Range 0-120 0-090 -0-030 -25.0% 1-135
ATR 0-173 0-167 -0-006 -3.4% 0-000
Volume 1,791 5,820 4,029 225.0% 21,973
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 124-160 124-115 123-260
R3 124-070 124-025 123-235
R2 123-300 123-300 123-227
R1 123-255 123-255 123-218 123-233
PP 123-210 123-210 123-210 123-199
S1 123-165 123-165 123-202 123-142
S2 123-120 123-120 123-194
S3 123-030 123-075 123-185
S4 122-260 122-305 123-161
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
5 124-125 123-000 1-125 1.1% 0-160 0.4% 47% False False 5,148
10 124-270 123-000 1-270 1.5% 0-193 0.5% 36% False False 3,684
20 124-270 123-000 1-270 1.5% 0-186 0.5% 36% False False 2,371
40 124-270 122-000 2-270 2.3% 0-103 0.3% 58% False False 1,185
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 0-033
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124-318
2.618 124-171
1.618 124-081
1.000 124-025
0.618 123-311
HIGH 123-255
0.618 123-221
0.500 123-210
0.382 123-199
LOW 123-165
0.618 123-109
1.000 123-075
1.618 123-019
2.618 122-249
4.250 122-102
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 123-210 123-183
PP 123-210 123-155
S1 123-210 123-128

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

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