ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 124-225 125-075 0-170 0.4% 124-125
High 125-135 125-090 -0-045 -0.1% 125-105
Low 124-220 124-100 -0-120 -0.3% 124-075
Close 125-075 124-230 -0-165 -0.4% 124-250
Range 0-235 0-310 0-075 31.9% 1-030
ATR 0-204 0-212 0-008 3.7% 0-000
Volume 1,592,429 1,290,896 -301,533 -18.9% 6,251,329
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 127-217 127-053 125-081
R3 126-227 126-063 124-315
R2 125-237 125-237 124-287
R1 125-073 125-073 124-258 125-000
PP 124-247 124-247 124-247 124-210
S1 124-083 124-083 124-202 124-010
S2 123-257 123-257 124-173
S3 122-267 123-093 124-145
S4 121-277 122-103 124-060
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 128-020 127-165 125-123
R3 126-310 126-135 125-026
R2 125-280 125-280 124-314
R1 125-105 125-105 124-282 125-192
PP 124-250 124-250 124-250 124-294
S1 124-075 124-075 124-218 124-163
S2 123-220 123-220 124-186
S3 122-190 123-045 124-154
S4 121-160 122-015 124-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-135 124-100 1-035 0.9% 0-248 0.6% 37% False True 1,467,517
10 125-135 123-275 1-180 1.3% 0-229 0.6% 55% False False 1,371,124
20 125-135 122-260 2-195 2.1% 0-186 0.5% 73% False False 1,039,881
40 125-150 122-145 3-005 2.4% 0-203 0.5% 75% False False 1,170,588
60 130-140 122-145 7-315 6.4% 0-210 0.5% 28% False False 786,490
80 131-050 122-145 8-225 7.0% 0-182 0.5% 26% False False 589,980
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 0-051
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129-128
2.618 127-262
1.618 126-272
1.000 126-080
0.618 125-282
HIGH 125-090
0.618 124-292
0.500 124-255
0.382 124-218
LOW 124-100
0.618 123-228
1.000 123-110
1.618 122-238
2.618 121-248
4.250 120-062
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 124-255 124-278
PP 124-247 124-262
S1 124-238 124-246

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

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