ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 29-Mar-2017
Day Change Summary
Previous Current
28-Mar-2017 29-Mar-2017 Change Change % Previous Week
Open 124-020 123-300 -0-040 -0.1% 123-020
High 124-090 124-035 -0-055 -0.1% 124-040
Low 123-245 123-235 -0-010 0.0% 123-020
Close 123-270 124-020 0-070 0.2% 124-000
Range 0-165 0-120 -0-045 -27.3% 1-020
ATR 0-108 0-108 0-001 0.8% 0-000
Volume 25 31 6 24.0% 233
Daily Pivots for day following 29-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-030 124-305 124-086
R3 124-230 124-185 124-053
R2 124-110 124-110 124-042
R1 124-065 124-065 124-031 124-088
PP 123-310 123-310 123-310 124-001
S1 123-265 123-265 124-009 123-288
S2 123-190 123-190 123-318
S3 123-070 123-145 123-307
S4 122-270 123-025 123-274
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
5 124-120 123-235 0-205 0.5% 0-114 0.3% 51% False True 21
10 124-120 122-260 1-180 1.3% 0-124 0.3% 80% False False 48
20 124-120 122-020 2-100 1.9% 0-074 0.2% 86% False False 34
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-225
2.618 125-029
1.618 124-229
1.000 124-155
0.618 124-109
HIGH 124-035
0.618 123-309
0.500 123-295
0.382 123-281
LOW 123-235
0.618 123-161
1.000 123-115
1.618 123-041
2.618 122-241
4.250 122-045
Fisher Pivots for day following 29-Mar-2017
Pivot 1 day 3 day
R1 124-005 124-019
PP 123-310 124-018
S1 123-295 124-018

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

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