ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 06-Feb-2017
Day Change Summary
Previous Current
03-Feb-2017 06-Feb-2017 Change Change % Previous Week
Open 124-110 124-135 0-025 0.1% 124-065
High 124-265 125-005 0-060 0.2% 124-265
Low 124-030 124-130 0-100 0.3% 123-290
Close 124-090 124-300 0-210 0.5% 124-090
Range 0-235 0-195 -0-040 -17.0% 0-295
ATR 0-196 0-199 0-003 1.4% 0-000
Volume 1,818,335 1,276,682 -541,653 -29.8% 8,024,874
Daily Pivots for day following 06-Feb-2017
Classic Woodie Camarilla DeMark
R4 126-197 126-123 125-087
R3 126-002 125-248 125-034
R2 125-127 125-127 125-016
R1 125-053 125-053 124-318 125-090
PP 124-252 124-252 124-252 124-270
S1 124-178 124-178 124-282 124-215
S2 124-057 124-057 124-264
S3 123-182 123-303 124-246
S4 122-307 123-108 124-193
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 127-033 126-197 124-252
R3 126-058 125-222 124-171
R2 125-083 125-083 124-144
R1 124-247 124-247 124-117 125-005
PP 124-108 124-108 124-108 124-148
S1 123-272 123-272 124-063 124-030
S2 123-133 123-133 124-036
S3 122-158 122-297 124-009
S4 121-183 122-002 123-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-005 123-290 1-035 0.9% 0-191 0.5% 93% True False 1,617,383
10 125-005 123-180 1-145 1.2% 0-176 0.4% 95% True False 1,434,700
20 125-135 123-180 1-275 1.5% 0-196 0.5% 74% False False 1,421,856
40 125-135 122-145 2-310 2.4% 0-194 0.5% 84% False False 1,269,823
60 130-140 122-145 7-315 6.4% 0-221 0.6% 31% False False 1,107,291
80 130-140 122-145 7-315 6.4% 0-198 0.5% 31% False False 831,237
100 131-050 122-145 8-225 7.0% 0-170 0.4% 29% False False 665,009
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 2 trading days
Fibonacci Retracements and Extensions
4.250 127-194
2.618 126-195
1.618 126-000
1.000 125-200
0.618 125-125
HIGH 125-005
0.618 124-251
0.500 124-228
0.382 124-204
LOW 124-130
0.618 124-010
1.000 123-255
1.618 123-135
2.618 122-260
4.250 121-261
Fisher Pivots for day following 06-Feb-2017
Pivot 1 day 3 day
R1 124-276 124-259
PP 124-252 124-218
S1 124-228 124-178

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

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