ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 28-Mar-2017
Day Change Summary
Previous Current
27-Mar-2017 28-Mar-2017 Change Change % Previous Week
Open 124-000 124-020 0-020 0.1% 123-020
High 124-120 124-090 -0-030 -0.1% 124-040
Low 124-000 123-245 -0-075 -0.2% 123-020
Close 124-050 123-270 -0-100 -0.3% 124-000
Range 0-120 0-165 0-045 37.5% 1-020
ATR 0-103 0-108 0-004 4.3% 0-000
Volume 44 25 -19 -43.2% 233
Daily Pivots for day following 28-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-163 125-062 124-041
R3 124-318 124-217 123-315
R2 124-153 124-153 123-300
R1 124-052 124-052 123-285 124-020
PP 123-308 123-308 123-308 123-293
S1 123-207 123-207 123-255 123-175
S2 123-143 123-143 123-240
S3 122-298 123-042 123-225
S4 122-133 122-197 123-179
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 126-293 126-167 124-187
R3 125-273 125-147 124-094
R2 124-253 124-253 124-062
R1 124-127 124-127 124-031 124-190
PP 123-233 123-233 123-233 123-265
S1 123-107 123-107 123-289 123-170
S2 122-213 122-213 123-258
S3 121-193 122-087 123-226
S4 120-173 121-067 123-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-120 123-245 0-195 0.5% 0-107 0.3% 13% False True 22
10 124-120 122-220 1-220 1.4% 0-127 0.3% 69% False False 46
20 124-120 122-020 2-100 1.9% 0-070 0.2% 77% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-151
2.618 125-202
1.618 125-037
1.000 124-255
0.618 124-192
HIGH 124-090
0.618 124-027
0.500 124-008
0.382 123-308
LOW 123-245
0.618 123-143
1.000 123-080
1.618 122-298
2.618 122-133
4.250 121-184
Fisher Pivots for day following 28-Mar-2017
Pivot 1 day 3 day
R1 124-008 124-022
PP 123-308 123-318
S1 123-289 123-294

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

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