ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 09-Jan-2017

Day Change Summary
	Previous	Current
	06-Jan-2017	09-Jan-2017	Change	Change %	Previous Week
Open	124-305	124-125	-0-180	-0.5%	124-040
High	125-105	124-275	-0-150	-0.4%	125-105
Low	124-100	124-075	-0-025	-0.1%	123-185
Close	124-130	124-250	0-120	0.3%	124-130
Range	1-005	0-200	-0-125	-38.5%	1-240
ATR	0-201	0-201	0-000	0.0%	0-000
Volume	1,540,229	889,369	-650,860	-42.3%	6,018,782

Daily Pivots for day following 09-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-160	126-085	125-040
R3	125-280	125-205	124-305
R2	125-080	125-080	124-287
R1	125-005	125-005	124-268	125-043
PP	124-200	124-200	124-200	124-219
S1	124-125	124-125	124-232	124-163
S2	124-000	124-000	124-213
S3	123-120	123-245	124-195
S4	122-240	123-045	124-140

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-220	128-255	125-118
R3	127-300	127-015	124-284
R2	126-060	126-060	124-233
R1	125-095	125-095	124-181	125-238
PP	124-140	124-140	124-140	124-211
S1	123-175	123-175	124-079	123-318
S2	122-220	122-220	124-027
S3	120-300	121-255	123-296
S4	119-060	120-015	123-142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-105	123-185	1-240	1.4%	0-233	0.6%	69%	False	False	1,381,630
10	125-105	123-030	2-075	1.8%	0-180	0.5%	76%	False	False	963,628
20	125-105	122-145	2-280	2.3%	0-191	0.5%	81%	False	False	1,093,306
40	127-275	122-145	5-130	4.3%	0-213	0.5%	43%	False	False	971,470
60	130-140	122-145	7-315	6.4%	0-200	0.5%	29%	False	False	649,183
80	131-050	122-145	8-225	7.0%	0-166	0.4%	27%	False	False	486,914

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	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-165
2.618	126-159
1.618	125-279
1.000	125-155
0.618	125-079
HIGH	124-275
0.618	124-199
0.500	124-175
0.382	124-151
LOW	124-075
0.618	123-271
1.000	123-195
1.618	123-071
2.618	122-191
4.250	121-185

Fisher Pivots for day following 09-Jan-2017
Pivot	1 day	3 day
R1	124-225	124-243
PP	124-200	124-237
S1	124-175	124-230

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols