ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 126-040 126-055 0-015 0.0% 126-075
High 126-120 126-160 0-040 0.1% 126-120
Low 126-040 126-015 -0-025 -0.1% 125-245
Close 126-060 126-140 0-080 0.2% 126-060
Range 0-080 0-145 0-065 81.2% 0-195
ATR 0-143 0-143 0-000 0.1% 0-000
Volume 1,922,254 1,822,122 -100,132 -5.2% 9,321,770
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 127-220 127-165 126-220
R3 127-075 127-020 126-180
R2 126-250 126-250 126-167
R1 126-195 126-195 126-153 126-222
PP 126-105 126-105 126-105 126-119
S1 126-050 126-050 126-127 126-078
S2 125-280 125-280 126-113
S3 125-135 125-225 126-100
S4 124-310 125-080 126-060
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 127-300 127-215 126-167
R3 127-105 127-020 126-114
R2 126-230 126-230 126-096
R1 126-145 126-145 126-078 126-090
PP 126-035 126-035 126-035 126-007
S1 125-270 125-270 126-042 125-215
S2 125-160 125-160 126-024
S3 124-285 125-075 126-006
S4 124-090 124-200 125-273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-160 125-245 0-235 0.6% 0-121 0.3% 91% True False 2,031,574
10 126-230 125-090 1-140 1.1% 0-138 0.3% 80% False False 1,841,741
20 126-230 124-230 2-000 1.6% 0-137 0.3% 86% False False 1,509,986
40 126-230 124-160 2-070 1.8% 0-158 0.4% 87% False False 1,417,041
60 126-230 122-205 4-025 3.2% 0-157 0.4% 93% False False 1,359,391
80 126-230 122-205 4-025 3.2% 0-160 0.4% 93% False False 1,187,627
100 126-230 122-205 4-025 3.2% 0-166 0.4% 93% False False 950,871
120 126-230 122-000 4-230 3.7% 0-145 0.4% 94% False False 792,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-136
2.618 127-220
1.618 127-075
1.000 126-305
0.618 126-250
HIGH 126-160
0.618 126-105
0.500 126-088
0.382 126-070
LOW 126-015
0.618 125-245
1.000 125-190
1.618 125-100
2.618 124-275
4.250 124-039
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 126-123 126-123
PP 126-105 126-105
S1 126-088 126-088

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

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