ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 123-295 123-310 0-015 0.0% 124-055
High 124-005 124-060 0-055 0.1% 124-315
Low 123-180 123-255 0-075 0.2% 123-180
Close 123-310 124-055 0-065 0.2% 124-055
Range 0-145 0-125 -0-020 -13.8% 1-135
ATR 0-212 0-206 -0-006 -2.9% 0-000
Volume 1,392,976 1,076,894 -316,082 -22.7% 6,729,610
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 125-072 125-028 124-124
R3 124-267 124-223 124-089
R2 124-142 124-142 124-078
R1 124-098 124-098 124-066 124-120
PP 124-017 124-017 124-017 124-028
S1 123-293 123-293 124-044 123-315
S2 123-212 123-212 124-032
S3 123-087 123-168 124-021
S4 122-282 123-043 123-306
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 128-162 127-243 124-305
R3 127-027 126-108 124-180
R2 125-212 125-212 124-138
R1 124-293 124-293 124-097 124-283
PP 124-077 124-077 124-077 124-071
S1 123-158 123-158 124-013 123-148
S2 122-262 122-262 123-292
S3 121-127 122-023 123-250
S4 119-312 120-208 123-125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-315 123-180 1-135 1.1% 0-196 0.5% 43% False False 1,345,922
10 125-135 123-180 1-275 1.5% 0-220 0.6% 33% False False 1,446,845
20 125-135 123-180 1-275 1.5% 0-207 0.5% 33% False False 1,335,348
40 125-135 122-145 2-310 2.4% 0-201 0.5% 58% False False 1,257,719
60 130-140 122-145 7-315 6.4% 0-219 0.6% 22% False False 952,911
80 130-150 122-145 8-005 6.5% 0-195 0.5% 21% False False 714,989
100 131-050 122-145 8-225 7.0% 0-160 0.4% 20% False False 571,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 125-271
2.618 125-067
1.618 124-262
1.000 124-185
0.618 124-137
HIGH 124-060
0.618 124-012
0.500 123-318
0.382 123-303
LOW 123-255
0.618 123-178
1.000 123-130
1.618 123-053
2.618 122-248
4.250 122-044
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 124-036 124-034
PP 124-017 124-013
S1 123-318 123-312

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

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