ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 123-295 124-000 0-025 0.1% 123-020
High 124-010 124-120 0-110 0.3% 124-040
Low 123-255 124-000 0-065 0.2% 123-020
Close 124-000 124-050 0-050 0.1% 124-000
Range 0-075 0-120 0-045 60.0% 1-020
ATR 0-102 0-103 0-001 1.3% 0-000
Volume 5 44 39 780.0% 233
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-097 125-033 124-116
R3 124-297 124-233 124-083
R2 124-177 124-177 124-072
R1 124-113 124-113 124-061 124-145
PP 124-057 124-057 124-057 124-073
S1 123-313 123-313 124-039 124-025
S2 123-257 123-257 124-028
S3 123-137 123-193 124-017
S4 123-017 123-073 123-304
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 126-293 126-167 124-187
R3 125-273 125-147 124-094
R2 124-253 124-253 124-062
R1 124-127 124-127 124-031 124-190
PP 123-233 123-233 123-233 123-265
S1 123-107 123-107 123-289 123-170
S2 122-213 122-213 123-258
S3 121-193 122-087 123-226
S4 120-173 121-067 123-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-120 123-050 1-070 1.0% 0-119 0.3% 82% True False 45
10 124-120 122-020 2-100 1.9% 0-118 0.3% 91% True False 59
20 124-120 122-020 2-100 1.9% 0-062 0.2% 91% True False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-310
2.618 125-114
1.618 124-314
1.000 124-240
0.618 124-194
HIGH 124-120
0.618 124-074
0.500 124-060
0.382 124-046
LOW 124-000
0.618 123-246
1.000 123-200
1.618 123-126
2.618 123-006
4.250 122-130
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 124-060 124-041
PP 124-057 124-032
S1 124-053 124-022

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

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