ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 23-Mar-2017

Day Change Summary
	Previous	Current
	22-Mar-2017	23-Mar-2017	Change	Change %	Previous Week
Open	124-130	124-145	0-015	0.0%	123-020
High	124-230	124-200	-0-030	-0.1%	123-280
Low	124-110	124-060	-0-050	-0.1%	122-205
Close	124-170	124-130	-0-040	-0.1%	123-240
Range	0-120	0-140	0-020	16.7%	1-075
ATR	0-171	0-169	-0-002	-1.3%	0-000
Volume	1,678,891	1,533,329	-145,562	-8.7%	5,439,718

Daily Pivots for day following 23-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-230	125-160	124-207
R3	125-090	125-020	124-169
R2	124-270	124-270	124-156
R1	124-200	124-200	124-143	124-165
PP	124-130	124-130	124-130	124-113
S1	124-060	124-060	124-117	124-025
S2	123-310	123-310	124-104
S3	123-170	123-240	124-092
S4	123-030	123-100	124-053

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-040	126-215	124-137
R3	125-285	125-140	124-029
R2	124-210	124-210	123-312
R1	124-065	124-065	123-276	124-138
PP	123-135	123-135	123-135	123-171
S1	122-310	122-310	123-204	123-062
S2	122-060	122-060	123-168
S3	120-305	121-235	123-131
S4	119-230	120-160	123-023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-230	123-115	1-115	1.1%	0-155	0.4%	77%	False	False	1,325,312
10	124-230	122-205	2-025	1.7%	0-170	0.4%	85%	False	False	1,286,843
20	125-045	122-205	2-160	2.0%	0-166	0.4%	71%	False	False	1,331,166
40	125-045	122-205	2-160	2.0%	0-161	0.4%	71%	False	False	777,265
60	125-045	122-180	2-185	2.1%	0-166	0.4%	72%	False	False	518,671

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-155
2.618	125-247
1.618	125-107
1.000	125-020
0.618	124-287
HIGH	124-200
0.618	124-147
0.500	124-130
0.382	124-113
LOW	124-060
0.618	123-293
1.000	123-240
1.618	123-153
2.618	123-013
4.250	122-105

Fisher Pivots for day following 23-Mar-2017
Pivot	1 day	3 day
R1	124-130	124-113
PP	124-130	124-095
S1	124-130	124-078

Download as Excel Spreadsheet

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

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