ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 123-020 123-085 0-065 0.2% 122-080
High 123-145 123-275 0-130 0.3% 123-090
Low 123-020 123-050 0-030 0.1% 122-020
Close 123-130 123-235 0-105 0.3% 123-045
Range 0-125 0-225 0-100 80.0% 1-070
ATR 0-094 0-103 0-009 10.0% 0-000
Volume 49 139 90 183.7% 350
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-222 125-133 124-039
R3 124-317 124-228 123-297
R2 124-092 124-092 123-276
R1 124-003 124-003 123-256 124-048
PP 123-187 123-187 123-187 123-209
S1 123-098 123-098 123-214 123-143
S2 122-282 122-282 123-194
S3 122-057 122-193 123-173
S4 121-152 121-288 123-111
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 126-155 126-010 123-260
R3 125-085 124-260 123-152
R2 124-015 124-015 123-116
R1 123-190 123-190 123-081 123-263
PP 122-265 122-265 122-265 122-301
S1 122-120 122-120 123-009 122-192
S2 121-195 121-195 122-293
S3 120-125 121-050 122-258
S4 119-055 119-300 122-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-275 122-220 1-055 0.9% 0-147 0.4% 89% True False 70
10 123-275 122-020 1-255 1.5% 0-082 0.2% 93% True False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 126-271
2.618 125-224
1.618 124-319
1.000 124-180
0.618 124-094
HIGH 123-275
0.618 123-189
0.500 123-163
0.382 123-136
LOW 123-050
0.618 122-231
1.000 122-145
1.618 122-006
2.618 121-101
4.250 120-054
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 123-211 123-199
PP 123-187 123-163
S1 123-163 123-128

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

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