ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 124-210 125-045 0-155 0.4% 126-160
High 125-060 125-100 0-040 0.1% 126-165
Low 124-200 124-285 0-085 0.2% 124-205
Close 124-280 125-015 0-055 0.1% 124-280
Range 0-180 0-135 -0-045 -25.0% 1-280
ATR 0-228 0-222 -0-006 -2.8% 0-000
Volume 336,249 861,510 525,261 156.2% 337,351
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 126-112 126-038 125-089
R3 125-297 125-223 125-052
R2 125-162 125-162 125-040
R1 125-088 125-088 125-027 125-058
PP 125-027 125-027 125-027 125-011
S1 124-273 124-273 125-003 124-242
S2 124-212 124-212 124-310
S3 124-077 124-138 124-298
S4 123-262 124-003 124-261
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
5 126-035 124-200 1-155 1.2% 0-229 0.6% 28% False False 291,155
10 130-140 124-200 5-260 4.6% 1-016 0.8% 7% False False 159,939
20 130-140 124-200 5-260 4.6% 0-239 0.6% 7% False False 82,348
40 131-050 124-200 6-170 5.2% 0-177 0.4% 6% False False 41,570
60 131-050 124-200 6-170 5.2% 0-119 0.3% 6% False False 27,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-107
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 127-034
2.618 126-133
1.618 125-318
1.000 125-235
0.618 125-183
HIGH 125-100
0.618 125-048
0.500 125-032
0.382 125-017
LOW 124-285
0.618 124-202
1.000 124-150
1.618 124-067
2.618 123-252
4.250 123-031
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 125-032 125-015
PP 125-027 125-015
S1 125-021 125-015

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

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