ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 03-Feb-2017
Day Change Summary
Previous Current
02-Feb-2017 03-Feb-2017 Change Change % Previous Week
Open 123-255 123-245 -0-010 0.0% 123-225
High 124-045 124-085 0-040 0.1% 124-085
Low 123-225 123-195 -0-030 -0.1% 123-115
Close 123-260 123-230 -0-030 -0.1% 123-230
Range 0-140 0-210 0-070 50.0% 0-290
ATR 0-167 0-170 0-003 1.8% 0-000
Volume 7,940 5,573 -2,367 -29.8% 41,025
Daily Pivots for day following 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 125-267 125-138 124-026
R3 125-057 124-248 123-288
R2 124-167 124-167 123-269
R1 124-038 124-038 123-249 123-318
PP 123-277 123-277 123-277 123-256
S1 123-148 123-148 123-211 123-108
S2 123-067 123-067 123-192
S3 122-177 122-258 123-172
S4 121-287 122-048 123-115
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 126-160 126-005 124-070
R3 125-190 125-035 123-310
R2 124-220 124-220 123-283
R1 124-065 124-065 123-257 124-142
PP 123-250 123-250 123-250 123-289
S1 123-095 123-095 123-203 123-173
S2 122-280 122-280 123-177
S3 121-310 122-125 123-150
S4 121-020 121-155 123-071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-085 123-115 0-290 0.7% 0-160 0.4% 40% True False 8,205
10 124-135 123-000 1-135 1.1% 0-177 0.4% 51% False False 6,299
20 124-270 123-000 1-270 1.5% 0-188 0.5% 39% False False 4,047
40 124-270 122-000 2-270 2.3% 0-121 0.3% 60% False False 2,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127-017
2.618 125-315
1.618 125-105
1.000 124-295
0.618 124-215
HIGH 124-085
0.618 124-005
0.500 123-300
0.382 123-275
LOW 123-195
0.618 123-065
1.000 122-305
1.618 122-175
2.618 121-285
4.250 120-263
Fisher Pivots for day following 03-Feb-2017
Pivot 1 day 3 day
R1 123-300 123-260
PP 123-277 123-250
S1 123-253 123-240

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

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