ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 01-Feb-2017
Day Change Summary
Previous Current
31-Jan-2017 01-Feb-2017 Change Change % Previous Week
Open 123-220 123-270 0-050 0.1% 123-280
High 124-040 123-280 -0-080 -0.2% 124-135
Low 123-165 123-115 -0-050 -0.1% 123-000
Close 123-290 123-245 -0-045 -0.1% 123-195
Range 0-195 0-165 -0-030 -15.4% 1-135
ATR 0-169 0-169 0-000 0.3% 0-000
Volume 14,217 7,475 -6,742 -47.4% 21,973
Daily Pivots for day following 01-Feb-2017
Classic Woodie Camarilla DeMark
R4 125-068 125-002 124-016
R3 124-223 124-157 123-290
R2 124-058 124-058 123-275
R1 123-312 123-312 123-260 123-262
PP 123-213 123-213 123-213 123-189
S1 123-147 123-147 123-230 123-098
S2 123-048 123-048 123-215
S3 122-203 122-302 123-200
S4 122-038 122-137 123-154
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 127-302 127-063 124-125
R3 126-167 125-248 124-000
R2 125-032 125-032 123-278
R1 124-113 124-113 123-237 124-005
PP 123-217 123-217 123-217 123-163
S1 122-298 122-298 123-153 122-190
S2 122-082 122-082 123-112
S3 120-267 121-163 123-070
S4 119-132 120-028 122-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-040 123-000 1-040 0.9% 0-142 0.4% 68% False False 7,886
10 124-135 123-000 1-135 1.1% 0-176 0.4% 54% False False 5,491
20 124-270 123-000 1-270 1.5% 0-188 0.5% 42% False False 3,453
40 124-270 122-000 2-270 2.3% 0-112 0.3% 62% False False 1,728
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-021
2.618 125-072
1.618 124-227
1.000 124-125
0.618 124-062
HIGH 123-280
0.618 123-217
0.500 123-198
0.382 123-178
LOW 123-115
0.618 123-013
1.000 122-270
1.618 122-168
2.618 122-003
4.250 121-054
Fisher Pivots for day following 01-Feb-2017
Pivot 1 day 3 day
R1 123-229 123-242
PP 123-213 123-240
S1 123-198 123-238

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

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