ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 125-045 125-020 -0-025 -0.1% 126-160
High 125-100 125-080 -0-020 0.0% 126-165
Low 124-285 124-060 -0-225 -0.6% 124-205
Close 125-015 124-230 -0-105 -0.3% 124-280
Range 0-135 1-020 0-205 151.8% 1-280
ATR 0-222 0-230 0-008 3.8% 0-000
Volume 861,510 1,414,437 552,927 64.2% 337,351
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 127-290 127-120 125-097
R3 126-270 126-100 125-004
R2 125-250 125-250 124-292
R1 125-080 125-080 124-261 124-315
PP 124-230 124-230 124-230 124-188
S1 124-060 124-060 124-199 123-295
S2 123-210 123-210 124-168
S3 122-190 123-040 124-137
S4 121-170 122-020 124-043
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
5 126-035 124-060 1-295 1.5% 0-245 0.6% 28% False True 558,390
10 127-275 124-060 3-215 2.9% 0-266 0.7% 14% False True 298,293
20 130-140 124-060 6-080 5.0% 0-250 0.6% 9% False True 153,065
40 131-050 124-060 6-310 5.6% 0-185 0.5% 8% False True 76,930
60 131-050 124-060 6-310 5.6% 0-125 0.3% 8% False True 51,287
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 0-062
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129-245
2.618 128-010
1.618 126-310
1.000 126-100
0.618 125-290
HIGH 125-080
0.618 124-270
0.500 124-230
0.382 124-190
LOW 124-060
0.618 123-170
1.000 123-040
1.618 122-150
2.618 121-130
4.250 119-215
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 124-230 124-240
PP 124-230 124-237
S1 124-230 124-233

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

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