ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 29-Dec-2016
Day Change Summary
Previous Current
28-Dec-2016 29-Dec-2016 Change Change % Previous Week
Open 122-235 123-075 0-160 0.4% 122-245
High 123-000 123-105 0-105 0.3% 122-245
Low 122-235 123-040 0-125 0.3% 122-080
Close 123-000 123-095 0-095 0.2% 122-230
Range 0-085 0-065 -0-020 -23.5% 0-165
ATR 0-094 0-095 0-001 0.9% 0-000
Volume 5 1 -4 -80.0% 4
Daily Pivots for day following 29-Dec-2016
Classic Woodie Camarilla DeMark
R4 123-275 123-250 123-131
R3 123-210 123-185 123-113
R2 123-145 123-145 123-107
R1 123-120 123-120 123-101 123-132
PP 123-080 123-080 123-080 123-086
S1 123-055 123-055 123-089 123-068
S2 123-015 123-015 123-083
S3 122-270 122-310 123-077
S4 122-205 122-245 123-059
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 124-040 123-300 123-001
R3 123-195 123-135 122-275
R2 123-030 123-030 122-260
R1 122-290 122-290 122-245 122-238
PP 122-185 122-185 122-185 122-159
S1 122-125 122-125 122-215 122-073
S2 122-020 122-020 122-200
S3 121-175 121-280 122-185
S4 121-010 121-115 122-139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-105 122-180 0-245 0.6% 0-030 0.1% 96% True False 1
10 123-105 122-000 1-105 1.1% 0-037 0.1% 98% True False 1
20 124-100 122-000 2-100 1.9% 0-020 0.1% 56% 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 0-003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-061
2.618 123-275
1.618 123-210
1.000 123-170
0.618 123-145
HIGH 123-105
0.618 123-080
0.500 123-072
0.382 123-065
LOW 123-040
0.618 123-000
1.000 122-295
1.618 122-255
2.618 122-190
4.250 122-084
Fisher Pivots for day following 29-Dec-2016
Pivot 1 day 3 day
R1 123-088 123-058
PP 123-080 123-020
S1 123-072 122-302

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

View Archives - Comment on this page... - Back to Index of Symbols