ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 28-Jun-2017

Day Change Summary
	Previous	Current
	27-Jun-2017	28-Jun-2017	Change	Change %	Previous Week
Open	126-165	125-270	-0-215	-0.5%	126-055
High	126-165	125-285	-0-200	-0.5%	126-180
Low	125-275	125-200	-0-075	-0.2%	126-015
Close	125-305	125-285	-0-020	0.0%	126-140
Range	0-210	0-085	-0-125	-59.5%	0-165
ATR	0-103	0-103	0-000	0.2%	0-000
Volume	244	1,579	1,335	547.1%	1,981

Daily Pivots for day following 28-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-192	126-163	126-012
R3	126-107	126-078	125-308
R2	126-022	126-022	125-301
R1	125-313	125-313	125-293	126-007
PP	125-257	125-257	125-257	125-264
S1	125-228	125-228	125-277	125-242
S2	125-172	125-172	125-269
S3	125-087	125-143	125-262
S4	125-002	125-058	125-238

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-287	127-218	126-231
R3	127-122	127-053	126-185
R2	126-277	126-277	126-170
R1	126-208	126-208	126-155	126-242
PP	126-112	126-112	126-112	126-129
S1	126-043	126-043	126-125	126-078
S2	125-267	125-267	126-110
S3	125-102	125-198	126-095
S4	124-257	125-033	126-049

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-185	125-200	0-305	0.8%	0-092	0.2%	28%	False	True	385
10	126-245	125-200	1-045	0.9%	0-104	0.3%	23%	False	True	385
20	126-245	125-200	1-045	0.9%	0-079	0.2%	23%	False	True	194

Crabel Price Patterns
NR	True
NR4	False
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	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-006
2.618	126-188
1.618	126-103
1.000	126-050
0.618	126-018
HIGH	125-285
0.618	125-253
0.500	125-242
0.382	125-232
LOW	125-200
0.618	125-147
1.000	125-115
1.618	125-062
2.618	124-297
4.250	124-159

Fisher Pivots for day following 28-Jun-2017
Pivot	1 day	3 day
R1	125-271	126-032
PP	125-257	126-010
S1	125-242	125-307

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