ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 06-Feb-2017
Day Change Summary
Previous Current
03-Feb-2017 06-Feb-2017 Change Change % Previous Week
Open 123-245 124-000 0-075 0.2% 123-225
High 124-085 124-150 0-065 0.2% 124-085
Low 123-195 123-305 0-110 0.3% 123-115
Close 123-230 124-125 0-215 0.5% 123-230
Range 0-210 0-165 -0-045 -21.4% 0-290
ATR 0-170 0-175 0-005 2.9% 0-000
Volume 5,573 4,281 -1,292 -23.2% 41,025
Daily Pivots for day following 06-Feb-2017
Classic Woodie Camarilla DeMark
R4 125-262 125-198 124-216
R3 125-097 125-033 124-170
R2 124-252 124-252 124-155
R1 124-188 124-188 124-140 124-220
PP 124-087 124-087 124-087 124-103
S1 124-023 124-023 124-110 124-055
S2 123-242 123-242 124-095
S3 123-077 123-178 124-080
S4 122-232 123-013 124-034
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
5 124-150 123-115 1-035 0.9% 0-175 0.4% 93% True False 7,897
10 124-150 123-000 1-150 1.2% 0-168 0.4% 95% True False 6,522
20 124-270 123-000 1-270 1.5% 0-184 0.5% 75% False False 4,257
40 124-270 122-000 2-270 2.3% 0-125 0.3% 84% False False 2,173
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 126-211
2.618 125-262
1.618 125-097
1.000 124-315
0.618 124-252
HIGH 124-150
0.618 124-087
0.500 124-068
0.382 124-048
LOW 123-305
0.618 123-203
1.000 123-140
1.618 123-038
2.618 122-193
4.250 121-244
Fisher Pivots for day following 06-Feb-2017
Pivot 1 day 3 day
R1 124-106 124-087
PP 124-087 124-050
S1 124-068 124-013

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

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