ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 124-145 124-100 -0-045 -0.1% 124-055
High 124-150 124-225 0-075 0.2% 124-315
Low 123-290 124-075 0-105 0.3% 123-180
Close 124-105 124-120 0-015 0.0% 124-055
Range 0-180 0-150 -0-030 -16.7% 1-135
ATR 0-196 0-193 -0-003 -1.7% 0-000
Volume 1,496,441 1,373,958 -122,483 -8.2% 6,729,610
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 125-270 125-185 124-202
R3 125-120 125-035 124-161
R2 124-290 124-290 124-147
R1 124-205 124-205 124-134 124-247
PP 124-140 124-140 124-140 124-161
S1 124-055 124-055 124-106 124-098
S2 123-310 123-310 124-093
S3 123-160 123-225 124-079
S4 123-010 123-075 124-038
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
5 124-225 123-255 0-290 0.7% 0-149 0.4% 64% True False 1,456,686
10 124-315 123-180 1-135 1.1% 0-176 0.4% 57% False False 1,439,788
20 125-135 123-180 1-275 1.5% 0-206 0.5% 44% False False 1,438,259
40 125-135 122-145 2-310 2.4% 0-189 0.5% 65% False False 1,234,966
60 130-140 122-145 7-315 6.4% 0-219 0.5% 24% False False 1,055,906
80 130-140 122-145 7-315 6.4% 0-195 0.5% 24% False False 792,556
100 131-050 122-145 8-225 7.0% 0-166 0.4% 22% False False 634,058
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 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-222
2.618 125-298
1.618 125-148
1.000 125-055
0.618 124-318
HIGH 124-225
0.618 124-168
0.500 124-150
0.382 124-132
LOW 124-075
0.618 123-302
1.000 123-245
1.618 123-152
2.618 123-002
4.250 122-078
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 124-150 124-113
PP 124-140 124-105
S1 124-130 124-098

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

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