ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 124-190 125-040 0-170 0.4% 124-040
High 125-045 125-040 -0-005 0.0% 125-045
Low 124-170 124-175 0-005 0.0% 123-270
Close 125-030 124-190 -0-160 -0.4% 125-030
Range 0-195 0-185 -0-010 -5.1% 1-095
ATR 0-169 0-170 0-001 0.7% 0-000
Volume 1,703,964 1,135,798 -568,166 -33.3% 5,542,717
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 126-157 126-038 124-292
R3 125-292 125-173 124-241
R2 125-107 125-107 124-224
R1 124-308 124-308 124-207 124-275
PP 124-242 124-242 124-242 124-225
S1 124-123 124-123 124-173 124-090
S2 124-057 124-057 124-156
S3 123-192 123-258 124-139
S4 123-007 123-073 124-088
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 128-187 128-043 125-258
R3 127-092 126-268 125-144
R2 125-317 125-317 125-106
R1 125-173 125-173 125-068 125-245
PP 124-222 124-222 124-222 124-258
S1 124-078 124-078 124-312 124-150
S2 123-127 123-127 124-274
S3 122-032 122-303 124-236
S4 120-257 121-208 124-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-045 123-270 1-095 1.0% 0-164 0.4% 58% False False 1,335,703
10 125-045 123-065 1-300 1.6% 0-164 0.4% 72% False False 713,314
20 125-045 123-065 1-300 1.6% 0-162 0.4% 72% False False 364,755
40 125-045 123-000 2-045 1.7% 0-173 0.4% 74% False False 183,417
60 125-045 122-000 3-045 2.5% 0-121 0.3% 83% False False 122,278
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-186
2.618 126-204
1.618 126-019
1.000 125-225
0.618 125-154
HIGH 125-040
0.618 124-289
0.500 124-268
0.382 124-246
LOW 124-175
0.618 124-061
1.000 123-310
1.618 123-196
2.618 123-011
4.250 122-029
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 124-268 124-212
PP 124-242 124-205
S1 124-216 124-198

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

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