ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 17-Feb-2017
Day Change Summary
Previous Current
16-Feb-2017 17-Feb-2017 Change Change % Previous Week
Open 124-000 124-140 0-140 0.4% 124-235
High 124-170 124-290 0-120 0.3% 124-290
Low 123-305 124-110 0-125 0.3% 123-245
Close 124-145 124-225 0-080 0.2% 124-225
Range 0-185 0-180 -0-005 -2.7% 1-045
ATR 0-184 0-184 0-000 -0.2% 0-000
Volume 1,367,559 1,124,874 -242,685 -17.7% 6,304,391
Daily Pivots for day following 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 126-108 126-027 125-004
R3 125-248 125-167 124-274
R2 125-068 125-068 124-258
R1 124-307 124-307 124-241 125-028
PP 124-208 124-208 124-208 124-229
S1 124-127 124-127 124-208 124-168
S2 124-028 124-028 124-192
S3 123-168 123-267 124-175
S4 122-308 123-087 124-126
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 127-282 127-138 125-106
R3 126-237 126-093 125-005
R2 125-192 125-192 124-292
R1 125-048 125-048 124-258 124-258
PP 124-147 124-147 124-147 124-091
S1 124-003 124-003 124-192 123-212
S2 123-102 123-102 124-158
S3 122-057 122-278 124-125
S4 121-012 121-233 124-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-290 123-245 1-045 0.9% 0-167 0.4% 82% True False 1,260,878
10 125-180 123-245 1-255 1.4% 0-169 0.4% 52% False False 1,331,679
20 125-180 123-180 2-000 1.6% 0-176 0.4% 57% False False 1,403,564
40 125-180 123-005 2-175 2.0% 0-182 0.5% 66% False False 1,257,998
60 125-180 122-145 3-035 2.5% 0-192 0.5% 72% False False 1,295,661
80 130-140 122-145 7-315 6.4% 0-204 0.5% 28% False False 981,613
100 131-050 122-145 8-225 7.0% 0-185 0.5% 26% False False 785,410
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-095
2.618 126-121
1.618 125-261
1.000 125-150
0.618 125-081
HIGH 124-290
0.618 124-221
0.500 124-200
0.382 124-179
LOW 124-110
0.618 123-319
1.000 123-250
1.618 123-139
2.618 122-279
4.250 121-305
Fisher Pivots for day following 17-Feb-2017
Pivot 1 day 3 day
R1 124-217 124-186
PP 124-208 124-147
S1 124-200 124-108

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

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