ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 123-310 124-065 0-075 0.2% 124-055
High 124-060 124-115 0-055 0.1% 124-315
Low 123-255 124-020 0-085 0.2% 123-180
Close 124-055 124-070 0-015 0.0% 124-055
Range 0-125 0-095 -0-030 -24.0% 1-135
ATR 0-206 0-198 -0-008 -3.8% 0-000
Volume 1,076,894 1,214,640 137,746 12.8% 6,729,610
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 125-033 124-307 124-122
R3 124-258 124-212 124-096
R2 124-163 124-163 124-087
R1 124-117 124-117 124-079 124-140
PP 124-068 124-068 124-068 124-080
S1 124-022 124-022 124-061 124-045
S2 123-293 123-293 124-053
S3 123-198 123-247 124-044
S4 123-103 123-152 124-018
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
5 124-300 123-180 1-120 1.1% 0-162 0.4% 48% False False 1,252,017
10 125-135 123-180 1-275 1.5% 0-198 0.5% 35% False False 1,409,888
20 125-135 123-180 1-275 1.5% 0-204 0.5% 35% False False 1,357,768
40 125-135 122-145 2-310 2.4% 0-196 0.5% 59% False False 1,231,428
60 130-140 122-145 7-315 6.4% 0-218 0.5% 22% False False 973,073
80 130-140 122-145 7-315 6.4% 0-194 0.5% 22% False False 730,161
100 131-050 122-145 8-225 7.0% 0-161 0.4% 20% False False 584,139
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 0-034
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 125-199
2.618 125-044
1.618 124-269
1.000 124-210
0.618 124-174
HIGH 124-115
0.618 124-079
0.500 124-068
0.382 124-056
LOW 124-020
0.618 123-281
1.000 123-245
1.618 123-186
2.618 123-091
4.250 122-256
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 124-069 124-043
PP 124-068 124-015
S1 124-068 123-308

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

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