ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 124-065 124-045 -0-020 -0.1% 124-055
High 124-115 124-215 0-100 0.3% 124-315
Low 124-020 124-020 0-000 0.0% 123-180
Close 124-070 124-150 0-080 0.2% 124-055
Range 0-095 0-195 0-100 105.3% 1-135
ATR 0-198 0-198 0-000 -0.1% 0-000
Volume 1,214,640 2,121,500 906,860 74.7% 6,729,610
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 126-073 125-307 124-257
R3 125-198 125-112 124-204
R2 125-003 125-003 124-186
R1 124-237 124-237 124-168 124-280
PP 124-128 124-128 124-128 124-150
S1 124-042 124-042 124-132 124-085
S2 123-253 123-253 124-114
S3 123-058 123-167 124-096
S4 122-183 122-292 124-043
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
5 124-215 123-180 1-035 0.9% 0-154 0.4% 82% True False 1,442,624
10 125-090 123-180 1-230 1.4% 0-194 0.5% 53% False False 1,462,795
20 125-135 123-180 1-275 1.5% 0-207 0.5% 49% False False 1,424,524
40 125-135 122-145 2-310 2.4% 0-194 0.5% 68% False False 1,237,138
60 130-140 122-145 7-315 6.4% 0-218 0.5% 25% False False 1,008,354
80 130-140 122-145 7-315 6.4% 0-195 0.5% 25% False False 756,678
100 131-050 122-145 8-225 7.0% 0-163 0.4% 23% False False 605,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-084
2.618 126-086
1.618 125-211
1.000 125-090
0.618 125-016
HIGH 124-215
0.618 124-141
0.500 124-118
0.382 124-094
LOW 124-020
0.618 123-219
1.000 123-145
1.618 123-024
2.618 122-149
4.250 121-151
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 124-139 124-125
PP 124-128 124-100
S1 124-118 124-075

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

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