ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 125-280 125-055 -0-225 -0.6% 126-160
High 126-035 125-150 -0-205 -0.5% 126-165
Low 125-050 124-205 -0-165 -0.4% 124-205
Close 125-130 124-280 -0-170 -0.4% 124-280
Range 0-305 0-265 -0-040 -13.1% 1-280
ATR 0-229 0-232 0-003 1.1% 0-000
Volume 89,561 90,197 636 0.7% 337,351
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 127-153 127-002 125-106
R3 126-208 126-057 125-033
R2 125-263 125-263 125-009
R1 125-112 125-112 124-304 125-055
PP 124-318 124-318 124-318 124-290
S1 124-167 124-167 124-256 124-110
S2 124-053 124-053 124-231
S3 123-108 123-222 124-207
S4 122-163 122-277 124-134
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 130-310 129-255 125-290
R3 129-030 127-295 125-125
R2 127-070 127-070 125-070
R1 126-015 126-015 125-015 125-222
PP 125-110 125-110 125-110 125-054
S1 124-055 124-055 124-225 123-262
S2 123-150 123-150 124-170
S3 121-190 122-095 124-115
S4 119-230 120-135 123-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-165 124-205 1-280 1.5% 0-288 0.7% 13% False True 67,470
10 130-140 124-205 5-255 4.6% 1-011 0.8% 4% False True 41,355
20 130-140 124-205 5-255 4.6% 0-235 0.6% 4% False True 22,702
40 131-050 124-205 6-165 5.2% 0-169 0.4% 4% False True 11,626
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 0-104
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-316
2.618 127-204
1.618 126-259
1.000 126-095
0.618 125-314
HIGH 125-150
0.618 125-049
0.500 125-018
0.382 124-306
LOW 124-205
0.618 124-041
1.000 123-260
1.618 123-096
2.618 122-151
4.250 121-039
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 125-018 125-120
PP 124-318 125-067
S1 124-299 125-013

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

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