ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 09-Mar-2017
Day Change Summary
Previous Current
08-Mar-2017 09-Mar-2017 Change Change % Previous Week
Open 123-125 123-015 -0-110 -0.3% 125-040
High 123-165 123-040 -0-125 -0.3% 125-040
Low 122-270 122-225 -0-045 -0.1% 123-090
Close 123-045 122-265 -0-100 -0.3% 123-185
Range 0-215 0-135 -0-080 -37.2% 1-270
ATR 0-170 0-168 -0-002 -1.2% 0-000
Volume 1,719,991 1,220,428 -499,563 -29.0% 7,322,823
Daily Pivots for day following 09-Mar-2017
Classic Woodie Camarilla DeMark
R4 124-048 123-292 123-019
R3 123-233 123-157 122-302
R2 123-098 123-098 122-290
R1 123-022 123-022 122-277 122-312
PP 122-283 122-283 122-283 122-269
S1 122-207 122-207 122-253 122-177
S2 122-148 122-148 122-240
S3 122-013 122-072 122-228
S4 121-198 121-257 122-191
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 129-168 128-127 124-189
R3 127-218 126-177 124-027
R2 125-268 125-268 123-293
R1 124-227 124-227 123-239 124-112
PP 123-318 123-318 123-318 123-261
S1 122-277 122-277 123-131 122-163
S2 122-048 122-048 123-077
S3 120-098 121-007 123-023
S4 118-148 119-057 122-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-275 122-225 1-050 0.9% 0-135 0.3% 11% False True 1,216,911
10 125-045 122-225 2-140 2.0% 0-163 0.4% 5% False True 1,375,489
20 125-045 122-225 2-140 2.0% 0-159 0.4% 5% False True 904,418
40 125-045 122-225 2-140 2.0% 0-174 0.4% 5% False True 456,214
60 125-045 122-000 3-045 2.6% 0-142 0.4% 26% False False 304,197
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-294
2.618 124-073
1.618 123-258
1.000 123-175
0.618 123-123
HIGH 123-040
0.618 122-308
0.500 122-292
0.382 122-277
LOW 122-225
0.618 122-142
1.000 122-090
1.618 122-007
2.618 121-192
4.250 120-291
Fisher Pivots for day following 09-Mar-2017
Pivot 1 day 3 day
R1 122-292 123-055
PP 122-283 123-018
S1 122-274 122-302

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

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