ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 15-Feb-2017
Day Change Summary
Previous Current
14-Feb-2017 15-Feb-2017 Change Change % Previous Week
Open 124-000 123-210 -0-110 -0.3% 124-000
High 124-025 123-220 -0-125 -0.3% 125-005
Low 123-130 123-065 -0-065 -0.2% 123-305
Close 123-220 123-125 -0-095 -0.2% 124-075
Range 0-215 0-155 -0-060 -27.9% 1-020
ATR 0-170 0-169 -0-001 -0.6% 0-000
Volume 81,801 103,171 21,370 26.1% 120,941
Daily Pivots for day following 15-Feb-2017
Classic Woodie Camarilla DeMark
R4 124-282 124-198 123-210
R3 124-127 124-043 123-168
R2 123-292 123-292 123-153
R1 123-208 123-208 123-139 123-172
PP 123-137 123-137 123-137 123-119
S1 123-053 123-053 123-111 123-017
S2 122-302 122-302 123-097
S3 122-147 122-218 123-082
S4 121-312 122-063 123-040
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 127-188 126-312 124-262
R3 126-168 125-292 124-169
R2 125-148 125-148 124-137
R1 124-272 124-272 124-106 125-050
PP 124-128 124-128 124-128 124-177
S1 123-252 123-252 124-044 124-030
S2 123-108 123-108 124-013
S3 122-088 122-232 123-302
S4 121-068 121-212 123-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-295 123-065 1-230 1.4% 0-150 0.4% 11% False True 52,358
10 125-005 123-065 1-260 1.5% 0-162 0.4% 10% False True 35,615
20 125-005 123-000 2-005 1.6% 0-169 0.4% 19% False False 20,553
40 125-005 122-080 2-245 2.2% 0-149 0.4% 41% False False 10,632
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-239
2.618 124-306
1.618 124-151
1.000 124-055
0.618 123-316
HIGH 123-220
0.618 123-161
0.500 123-142
0.382 123-124
LOW 123-065
0.618 122-289
1.000 122-230
1.618 122-134
2.618 121-299
4.250 121-046
Fisher Pivots for day following 15-Feb-2017
Pivot 1 day 3 day
R1 123-142 123-222
PP 123-137 123-190
S1 123-131 123-157

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

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