ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 123-225 123-220 -0-005 0.0% 123-280
High 123-255 124-040 0-105 0.3% 124-135
Low 123-165 123-165 0-000 0.0% 123-000
Close 123-210 123-290 0-080 0.2% 123-195
Range 0-090 0-195 0-105 116.6% 1-135
ATR 0-167 0-169 0-002 1.2% 0-000
Volume 5,820 14,217 8,397 144.3% 21,973
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 125-217 125-128 124-077
R3 125-022 124-253 124-024
R2 124-147 124-147 124-006
R1 124-058 124-058 123-308 124-103
PP 123-272 123-272 123-272 123-294
S1 123-183 123-183 123-272 123-228
S2 123-077 123-077 123-254
S3 122-202 122-308 123-236
S4 122-007 122-113 123-183
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
5 124-040 123-000 1-040 0.9% 0-151 0.4% 81% True False 7,647
10 124-230 123-000 1-230 1.4% 0-190 0.5% 53% False False 5,011
20 124-270 123-000 1-270 1.5% 0-189 0.5% 49% False False 3,082
40 124-270 122-000 2-270 2.3% 0-108 0.3% 67% False False 1,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-035
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-229
2.618 125-231
1.618 125-036
1.000 124-235
0.618 124-161
HIGH 124-040
0.618 123-286
0.500 123-262
0.382 123-239
LOW 123-165
0.618 123-044
1.000 122-290
1.618 122-169
2.618 121-294
4.250 120-296
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 123-281 123-266
PP 123-272 123-242
S1 123-262 123-218

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

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