ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 123-270 123-255 -0-015 0.0% 123-280
High 123-280 124-045 0-085 0.2% 124-135
Low 123-115 123-225 0-110 0.3% 123-000
Close 123-245 123-260 0-015 0.0% 123-195
Range 0-165 0-140 -0-025 -15.1% 1-135
ATR 0-169 0-167 -0-002 -1.2% 0-000
Volume 7,475 7,940 465 6.2% 21,973
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 125-063 124-302 124-017
R3 124-243 124-162 123-298
R2 124-103 124-103 123-286
R1 124-022 124-022 123-273 124-062
PP 123-283 123-283 123-283 123-304
S1 123-202 123-202 123-247 123-242
S2 123-143 123-143 123-234
S3 123-003 123-062 123-222
S4 122-183 122-242 123-183
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
5 124-045 123-075 0-290 0.7% 0-142 0.4% 64% True False 7,448
10 124-135 123-000 1-135 1.1% 0-171 0.4% 57% False False 5,820
20 124-270 123-000 1-270 1.5% 0-191 0.5% 44% False False 3,848
40 124-270 122-000 2-270 2.3% 0-115 0.3% 64% False False 1,926
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 0-037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-000
2.618 125-092
1.618 124-272
1.000 124-185
0.618 124-132
HIGH 124-045
0.618 123-312
0.500 123-295
0.382 123-278
LOW 123-225
0.618 123-138
1.000 123-085
1.618 122-318
2.618 122-178
4.250 121-270
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 123-295 123-253
PP 123-283 123-247
S1 123-272 123-240

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

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