ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 13-Jan-2017

Day Change Summary
	Previous	Current
	12-Jan-2017	13-Jan-2017	Change	Change %	Previous Week
Open	124-065	124-085	0-020	0.1%	123-300
High	124-240	124-195	-0-045	-0.1%	124-240
Low	124-065	123-255	-0-130	-0.3%	123-255
Close	124-105	124-070	-0-035	-0.1%	124-070
Range	0-175	0-260	0-085	48.6%	0-305
ATR	0-133	0-142	0-009	6.9%	0-000
Volume	3,694	691	-3,003	-81.3%	8,823

Daily Pivots for day following 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-207	126-078	124-213
R3	125-267	125-138	124-142
R2	125-007	125-007	124-118
R1	124-198	124-198	124-094	124-133
PP	124-067	124-067	124-067	124-034
S1	123-258	123-258	124-046	123-193
S2	123-127	123-127	124-022
S3	122-187	122-318	123-319
S4	121-247	122-058	123-247

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-037	126-198	124-238
R3	126-052	125-213	124-154
R2	125-067	125-067	124-126
R1	124-228	124-228	124-098	124-308
PP	124-082	124-082	124-082	124-121
S1	123-243	123-243	124-042	124-003
S2	123-097	123-097	124-014
S3	122-112	122-258	123-306
S4	121-127	121-273	123-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-240	123-255	0-305	0.8%	0-173	0.4%	44%	False	True	1,764
10	124-240	123-005	1-235	1.4%	0-178	0.4%	69%	False	False	1,058
20	124-240	122-000	2-240	2.2%	0-108	0.3%	81%	False	False	529

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	128-020
2.618	126-236
1.618	125-296
1.000	125-135
0.618	125-036
HIGH	124-195
0.618	124-096
0.500	124-065
0.382	124-034
LOW	123-255
0.618	123-094
1.000	122-315
1.618	122-154
2.618	121-214
4.250	120-110

Fisher Pivots for day following 13-Jan-2017
Pivot	1 day	3 day
R1	124-068	124-088
PP	124-067	124-082
S1	124-065	124-076

Download as Excel Spreadsheet

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

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