ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 122-230 122-265 0-035 0.1% 123-285
High 123-055 123-135 0-080 0.2% 124-135
Low 122-205 122-260 0-055 0.1% 122-145
Close 122-265 123-085 0-140 0.4% 122-265
Range 0-170 0-195 0-025 14.7% 1-310
ATR 0-232 0-229 -0-003 -1.1% 0-000
Volume 1,324,475 1,015,374 -309,101 -23.3% 7,847,519
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 124-318 124-237 123-192
R3 124-123 124-042 123-139
R2 123-248 123-248 123-121
R1 123-167 123-167 123-103 123-208
PP 123-053 123-053 123-053 123-074
S1 122-292 122-292 123-067 123-012
S2 122-178 122-178 123-049
S3 121-303 122-097 123-031
S4 121-108 121-222 122-298
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 129-045 127-305 123-292
R3 127-055 125-315 123-118
R2 125-065 125-065 123-060
R1 124-005 124-005 123-003 123-200
PP 123-075 123-075 123-075 123-012
S1 122-015 122-015 122-207 121-210
S2 121-085 121-085 122-149
S3 119-095 120-025 122-092
S4 117-105 118-035 121-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-135 122-145 1-310 1.6% 0-242 0.6% 41% False False 1,488,879
10 124-280 122-145 2-135 2.0% 0-207 0.5% 34% False False 1,340,895
20 125-100 122-145 2-275 2.3% 0-216 0.5% 28% False False 1,347,554
40 130-140 122-145 7-315 6.5% 0-226 0.6% 10% False False 685,128
60 131-050 122-145 8-225 7.1% 0-185 0.5% 9% False False 456,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-004
2.618 125-006
1.618 124-131
1.000 124-010
0.618 123-256
HIGH 123-135
0.618 123-061
0.500 123-038
0.382 123-014
LOW 122-260
0.618 122-139
1.000 122-065
1.618 121-264
2.618 121-069
4.250 120-071
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 123-069 123-050
PP 123-053 123-015
S1 123-038 122-300

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

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