ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 16-Mar-2017
Day Change Summary
Previous Current
15-Mar-2017 16-Mar-2017 Change Change % Previous Week
Open 122-265 123-255 0-310 0.8% 123-180
High 123-260 123-280 0-020 0.1% 123-275
Low 122-260 123-125 0-185 0.5% 122-205
Close 123-235 123-190 -0-045 -0.1% 123-005
Range 1-000 0-155 -0-165 -51.6% 1-070
ATR 0-175 0-173 -0-001 -0.8% 0-000
Volume 1,563,846 1,231,017 -332,829 -21.3% 6,376,259
Daily Pivots for day following 16-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-023 124-262 123-275
R3 124-188 124-107 123-233
R2 124-033 124-033 123-218
R1 123-272 123-272 123-204 123-235
PP 123-198 123-198 123-198 123-180
S1 123-117 123-117 123-176 123-080
S2 123-043 123-043 123-162
S3 122-208 122-282 123-147
S4 122-053 122-127 123-105
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
5 123-280 122-205 1-075 1.0% 0-184 0.5% 77% True False 1,248,375
10 123-280 122-205 1-075 1.0% 0-160 0.4% 77% True False 1,232,643
20 125-045 122-205 2-160 2.0% 0-168 0.4% 38% False False 1,203,422
40 125-045 122-205 2-160 2.0% 0-168 0.4% 38% False False 611,988
60 125-045 122-080 2-285 2.3% 0-155 0.4% 46% False False 408,228
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-299
2.618 125-046
1.618 124-211
1.000 124-115
0.618 124-056
HIGH 123-280
0.618 123-221
0.500 123-202
0.382 123-184
LOW 123-125
0.618 123-029
1.000 122-290
1.618 122-194
2.618 122-039
4.250 121-106
Fisher Pivots for day following 16-Mar-2017
Pivot 1 day 3 day
R1 123-202 123-154
PP 123-198 123-118
S1 123-194 123-082

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

View Archives - Comment on this page... - Back to Index of Symbols