ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 122-080 122-245 0-165 0.4% 123-160
High 122-200 122-245 0-045 0.1% 123-160
Low 122-080 122-245 0-165 0.4% 122-000
Close 122-200 122-245 0-045 0.1% 122-105
Range 0-120 0-000 -0-120 -100.0% 1-160
ATR 0-107 0-102 -0-004 -4.1% 0-000
Volume 3 0 -3 -100.0% 3
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 122-245 122-245 122-245
R3 122-245 122-245 122-245
R2 122-245 122-245 122-245
R1 122-245 122-245 122-245 122-245
PP 122-245 122-245 122-245 122-245
S1 122-245 122-245 122-245 122-245
S2 122-245 122-245 122-245
S3 122-245 122-245 122-245
S4 122-245 122-245 122-245
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 127-035 126-070 123-049
R3 125-195 124-230 122-237
R2 124-035 124-035 122-193
R1 123-070 123-070 122-149 122-292
PP 122-195 122-195 122-195 122-146
S1 121-230 121-230 122-061 121-132
S2 121-035 121-035 122-017
S3 119-195 120-070 121-293
S4 118-035 118-230 121-161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-245 122-000 0-245 0.6% 0-045 0.1% 100% True False
10 124-010 122-000 2-010 1.7% 0-025 0.1% 38% False False
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-245
2.618 122-245
1.618 122-245
1.000 122-245
0.618 122-245
HIGH 122-245
0.618 122-245
0.500 122-245
0.382 122-245
LOW 122-245
0.618 122-245
1.000 122-245
1.618 122-245
2.618 122-245
4.250 122-245
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 122-245 122-217
PP 122-245 122-190
S1 122-245 122-162

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

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