ECBOT 10 Year T-Note Future September 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 122-020 122-220 0-200 0.5% 123-075
High 122-090 123-050 0-280 0.7% 123-075
Low 122-020 122-220 0-200 0.5% 122-150
Close 122-075 123-035 0-280 0.7% 122-185
Range 0-070 0-150 0-080 114.3% 0-245
ATR
Volume 151 12 -139 -92.1% 0
Daily Pivots for day following 15-Mar-2017
Classic Woodie Camarilla DeMark
R4 124-125 124-070 123-118
R3 123-295 123-240 123-076
R2 123-145 123-145 123-063
R1 123-090 123-090 123-049 123-118
PP 122-315 122-315 122-315 123-009
S1 122-260 122-260 123-021 122-288
S2 122-165 122-165 123-008
S3 122-015 122-110 122-314
S4 121-185 121-280 122-272
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-018 124-187 123-000
R3 124-093 123-262 122-252
R2 123-168 123-168 122-230
R1 123-017 123-017 122-207 122-290
PP 122-243 122-243 122-243 122-220
S1 122-092 122-092 122-163 122-045
S2 121-318 121-318 122-140
S3 121-073 121-167 122-118
S4 120-148 120-242 122-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-050 122-020 1-030 0.9% 0-046 0.1% 96% True False 39
10 123-075 122-020 1-055 1.0% 0-023 0.1% 89% False False 19
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 0-000
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 125-048
2.618 124-123
1.618 123-293
1.000 123-200
0.618 123-143
HIGH 123-050
0.618 122-313
0.500 122-295
0.382 122-277
LOW 122-220
0.618 122-127
1.000 122-070
1.618 121-297
2.618 121-147
4.250 120-222
Fisher Pivots for day following 15-Mar-2017
Pivot 1 day 3 day
R1 123-015 122-302
PP 122-315 122-248
S1 122-295 122-195

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

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