ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 126-055 125-265 -0-110 -0.3% 126-235
High 126-075 125-285 -0-110 -0.3% 126-290
Low 125-185 125-145 -0-040 -0.1% 125-145
Close 125-260 125-170 -0-090 -0.2% 125-170
Range 0-210 0-140 -0-070 -33.3% 1-145
ATR 0-139 0-139 0-000 0.1% 0-000
Volume 1,915,901 1,887,665 -28,236 -1.5% 8,074,207
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 126-300 126-215 125-247
R3 126-160 126-075 125-209
R2 126-020 126-020 125-196
R1 125-255 125-255 125-183 125-228
PP 125-200 125-200 125-200 125-186
S1 125-115 125-115 125-157 125-088
S2 125-060 125-060 125-144
S3 124-240 124-295 125-132
S4 124-100 124-155 125-093
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 130-103 129-122 126-106
R3 128-278 127-297 125-298
R2 127-133 127-133 125-255
R1 126-152 126-152 125-213 126-070
PP 125-308 125-308 125-308 125-268
S1 125-007 125-007 125-127 124-245
S2 124-163 124-163 125-085
S3 123-018 123-182 125-042
S4 121-193 122-037 124-234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-290 125-145 1-145 1.2% 0-163 0.4% 5% False True 1,614,841
10 126-290 125-145 1-145 1.2% 0-134 0.3% 5% False True 1,280,397
20 127-080 125-145 1-255 1.4% 0-135 0.3% 4% False True 1,253,954
40 127-080 124-120 2-280 2.3% 0-134 0.3% 40% False False 905,183
60 127-080 124-090 2-310 2.4% 0-143 0.4% 42% False False 604,346
80 127-080 122-020 5-060 4.1% 0-135 0.3% 67% False False 453,290
Crabel Price Patterns
NR True
NR4 True
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 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-240
2.618 127-012
1.618 126-192
1.000 126-105
0.618 126-052
HIGH 125-285
0.618 125-232
0.500 125-215
0.382 125-198
LOW 125-145
0.618 125-058
1.000 125-005
1.618 124-238
2.618 124-098
4.250 123-190
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 125-215 125-285
PP 125-200 125-247
S1 125-185 125-208

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

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