ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 15-Mar-2017
Day Change Summary
Previous Current
14-Mar-2017 15-Mar-2017 Change Change % Previous Week
Open 122-215 122-265 0-050 0.1% 123-180
High 122-315 123-260 0-265 0.7% 123-275
Low 122-205 122-260 0-055 0.1% 122-205
Close 122-280 123-235 0-275 0.7% 123-005
Range 0-110 1-000 0-210 190.9% 1-070
ATR 0-163 0-175 0-011 6.8% 0-000
Volume 938,460 1,563,846 625,386 66.6% 6,376,259
Daily Pivots for day following 15-Mar-2017
Classic Woodie Camarilla DeMark
R4 126-145 126-030 124-091
R3 125-145 125-030 124-003
R2 124-145 124-145 123-294
R1 124-030 124-030 123-264 124-088
PP 123-145 123-145 123-145 123-174
S1 123-030 123-030 123-206 123-088
S2 122-145 122-145 123-176
S3 121-145 122-030 123-147
S4 120-145 121-030 123-059
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 126-265 126-045 123-220
R3 125-195 124-295 123-112
R2 124-125 124-125 123-076
R1 123-225 123-225 123-041 123-140
PP 123-055 123-055 123-055 123-012
S1 122-155 122-155 122-289 122-070
S2 121-305 121-305 122-253
S3 120-235 121-085 122-218
S4 119-165 120-015 122-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-260 122-205 1-055 0.9% 0-180 0.5% 93% True False 1,246,257
10 123-275 122-205 1-070 1.0% 0-158 0.4% 90% False False 1,245,733
20 125-045 122-205 2-160 2.0% 0-168 0.4% 44% False False 1,147,030
40 125-045 122-205 2-160 2.0% 0-172 0.4% 44% False False 581,279
60 125-045 122-000 3-045 2.5% 0-154 0.4% 55% False False 387,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 128-020
2.618 126-138
1.618 125-138
1.000 124-260
0.618 124-138
HIGH 123-260
0.618 123-138
0.500 123-100
0.382 123-062
LOW 122-260
0.618 122-062
1.000 121-260
1.618 121-062
2.618 120-062
4.250 118-180
Fisher Pivots for day following 15-Mar-2017
Pivot 1 day 3 day
R1 123-190 123-181
PP 123-145 123-127
S1 123-100 123-072

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

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