ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 129-220 129-310 0-090 0.2% 129-220
High 129-220 129-310 0-090 0.2% 129-220
Low 129-220 129-250 0-030 0.1% 129-055
Close 129-220 129-250 0-030 0.1% 129-190
Range 0-000 0-060 0-060 0-165
ATR 0-062 0-064 0-002 3.3% 0-000
Volume 0 4 4 0
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 130-130 130-090 129-283
R3 130-070 130-030 129-267
R2 130-010 130-010 129-261
R1 129-290 129-290 129-256 129-280
PP 129-270 129-270 129-270 129-265
S1 129-230 129-230 129-245 129-220
S2 129-210 129-210 129-239
S3 129-150 129-170 129-234
S4 129-090 129-110 129-217
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 131-010 130-265 129-281
R3 130-165 130-100 129-235
R2 130-000 130-000 129-220
R1 129-255 129-255 129-205 129-205
PP 129-155 129-155 129-155 129-130
S1 129-090 129-090 129-175 129-040
S2 128-310 128-310 129-160
S3 128-145 128-245 129-145
S4 127-300 128-080 129-099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-310 129-190 0-120 0.3% 0-012 0.0% 50% True False
10 129-310 129-055 0-255 0.6% 0-006 0.0% 76% True False
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 17 trading days
Fibonacci Retracements and Extensions
4.250 130-245
2.618 130-147
1.618 130-087
1.000 130-050
0.618 130-027
HIGH 129-310
0.618 129-287
0.500 129-280
0.382 129-273
LOW 129-250
0.618 129-213
1.000 129-190
1.618 129-153
2.618 129-093
4.250 128-315
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 129-280 129-253
PP 129-270 129-252
S1 129-260 129-251

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

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