ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 122-265 123-090 0-145 0.4% 123-285
High 123-135 123-115 -0-020 -0.1% 124-135
Low 122-260 122-290 0-030 0.1% 122-145
Close 123-085 123-040 -0-045 -0.1% 122-265
Range 0-195 0-145 -0-050 -25.6% 1-310
ATR 0-229 0-223 -0-006 -2.6% 0-000
Volume 1,015,374 804,891 -210,483 -20.7% 7,847,519
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 124-157 124-083 123-120
R3 124-012 123-258 123-080
R2 123-187 123-187 123-067
R1 123-113 123-113 123-053 123-078
PP 123-042 123-042 123-042 123-024
S1 122-288 122-288 123-027 122-253
S2 122-217 122-217 123-013
S3 122-072 122-143 123-000
S4 121-247 121-318 122-280
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% 0-240 0.6% 34% False False 1,399,573
10 124-280 122-145 2-135 2.0% 0-214 0.5% 28% False False 1,336,915
20 125-100 122-145 2-275 2.3% 0-214 0.5% 23% False False 1,370,987
40 130-140 122-145 7-315 6.5% 0-226 0.6% 8% False False 705,228
60 131-050 122-145 8-225 7.1% 0-187 0.5% 8% False False 470,351
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125-091
2.618 124-175
1.618 124-030
1.000 123-260
0.618 123-205
HIGH 123-115
0.618 123-060
0.500 123-043
0.382 123-025
LOW 122-290
0.618 122-200
1.000 122-145
1.618 122-055
2.618 121-230
4.250 120-314
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 123-043 123-030
PP 123-042 123-020
S1 123-041 123-010

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

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