ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	124-045	124-145	0-100	0.3%	124-055
High	124-215	124-150	-0-065	-0.2%	124-315
Low	124-020	123-290	-0-050	-0.1%	123-180
Close	124-150	124-105	-0-045	-0.1%	124-055
Range	0-195	0-180	-0-015	-7.7%	1-135
ATR	0-198	0-196	-0-001	-0.6%	0-000
Volume	2,121,500	1,496,441	-625,059	-29.5%	6,729,610

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-295	125-220	124-204
R3	125-115	125-040	124-154
R2	124-255	124-255	124-138
R1	124-180	124-180	124-121	124-128
PP	124-075	124-075	124-075	124-049
S1	124-000	124-000	124-088	123-268
S2	123-215	123-215	124-072
S3	123-035	123-140	124-055
S4	122-175	122-280	124-006

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%	0-148	0.4%	69%	False	False	1,460,490
10	124-315	123-180	1-135	1.1%	0-181	0.5%	54%	False	False	1,483,350
20	125-135	123-180	1-275	1.5%	0-205	0.5%	41%	False	False	1,427,237
40	125-135	122-145	2-310	2.4%	0-194	0.5%	63%	False	False	1,238,216
60	130-140	122-145	7-315	6.4%	0-218	0.5%	23%	False	False	1,033,109
80	130-140	122-145	7-315	6.4%	0-195	0.5%	23%	False	False	775,384
100	131-050	122-145	8-225	7.0%	0-165	0.4%	22%	False	False	620,319

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 2 trading days

Fibonacci Retracements and Extensions
4.250	126-275
2.618	125-301
1.618	125-121
1.000	125-010
0.618	124-261
HIGH	124-150
0.618	124-081
0.500	124-060
0.382	124-039
LOW	123-290
0.618	123-179
1.000	123-110
1.618	122-319
2.618	122-139
4.250	121-165

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	124-090	124-101
PP	124-075	124-097
S1	124-060	124-093

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