ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 124-115 123-285 -0-150 -0.4% 124-260
High 124-180 124-050 -0-130 -0.3% 125-020
Low 123-280 123-165 -0-115 -0.3% 123-280
Close 124-010 124-000 -0-010 0.0% 124-010
Range 0-220 0-205 -0-015 -6.8% 1-060
ATR 0-218 0-217 -0-001 -0.4% 0-000
Volume 1,466,260 1,418,496 -47,764 -3.3% 6,050,029
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 125-260 125-175 124-113
R3 125-055 124-290 124-056
R2 124-170 124-170 124-038
R1 124-085 124-085 124-019 124-128
PP 123-285 123-285 123-285 123-306
S1 123-200 123-200 123-301 123-242
S2 123-080 123-080 123-282
S3 122-195 122-315 123-264
S4 121-310 122-110 123-207
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 127-283 127-047 124-219
R3 126-223 125-307 124-115
R2 125-163 125-163 124-080
R1 124-247 124-247 124-045 124-175
PP 124-103 124-103 124-103 124-068
S1 123-187 123-187 123-295 123-115
S2 123-043 123-043 123-260
S3 121-303 122-127 123-226
S4 120-243 121-067 123-121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-280 123-165 1-115 1.1% 0-172 0.4% 36% False True 1,192,912
10 125-060 123-165 1-215 1.3% 0-214 0.5% 29% False True 1,421,065
20 126-165 123-165 3-000 2.4% 0-228 0.6% 16% False True 992,202
40 130-140 123-165 6-295 5.6% 0-208 0.5% 7% False True 499,204
60 131-050 123-165 7-205 6.2% 0-165 0.4% 6% False True 332,863
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 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-281
2.618 125-267
1.618 125-062
1.000 124-255
0.618 124-177
HIGH 124-050
0.618 123-292
0.500 123-268
0.382 123-243
LOW 123-165
0.618 123-038
1.000 122-280
1.618 122-153
2.618 121-268
4.250 120-254
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 123-303 124-062
PP 123-285 124-042
S1 123-268 124-021

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

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