ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 123-290 123-200 -0-090 -0.2% 124-080
High 123-290 123-220 -0-070 -0.2% 124-270
Low 123-095 123-070 -0-025 -0.1% 123-070
Close 123-190 123-205 0-015 0.0% 123-205
Range 0-195 0-150 -0-045 -23.1% 1-200
ATR 0-167 0-166 -0-001 -0.7% 0-000
Volume 4,645 781 -3,864 -83.2% 9,047
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 124-295 124-240 123-287
R3 124-145 124-090 123-246
R2 123-315 123-315 123-232
R1 123-260 123-260 123-219 123-287
PP 123-165 123-165 123-165 123-179
S1 123-110 123-110 123-191 123-138
S2 123-015 123-015 123-177
S3 122-185 122-280 123-164
S4 122-035 122-130 123-123
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 128-248 127-267 124-171
R3 127-048 126-067 124-028
R2 125-168 125-168 123-300
R1 124-187 124-187 123-253 124-078
PP 123-288 123-288 123-288 123-234
S1 122-307 122-307 123-157 122-198
S2 122-088 122-088 123-110
S3 120-208 121-107 123-062
S4 119-008 119-227 122-239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-270 123-070 1-200 1.3% 0-226 0.6% 26% False True 1,947
10 124-270 123-070 1-200 1.3% 0-198 0.5% 26% False True 1,796
20 124-270 122-180 2-090 1.8% 0-140 0.4% 47% False False 981
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-036
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125-217
2.618 124-293
1.618 124-143
1.000 124-050
0.618 123-313
HIGH 123-220
0.618 123-163
0.500 123-145
0.382 123-127
LOW 123-070
0.618 122-297
1.000 122-240
1.618 122-147
2.618 121-317
4.250 121-073
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 123-185 123-310
PP 123-165 123-275
S1 123-145 123-240

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

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