ECBOT 10 Year T-Note Future June 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 124-135 124-205 0-070 0.2% 123-240
High 124-295 124-265 -0-030 -0.1% 124-230
Low 124-135 124-085 -0-050 -0.1% 123-210
Close 124-215 124-115 -0-100 -0.3% 124-170
Range 0-160 0-180 0-020 12.5% 1-020
ATR 0-165 0-166 0-001 0.7% 0-000
Volume 1,144,030 1,345,398 201,368 17.6% 6,785,006
Daily Pivots for day following 28-Mar-2017
Classic Woodie Camarilla DeMark
R4 126-055 125-265 124-214
R3 125-195 125-085 124-165
R2 125-015 125-015 124-148
R1 124-225 124-225 124-132 124-190
PP 124-155 124-155 124-155 124-137
S1 124-045 124-045 124-099 124-010
S2 123-295 123-295 124-082
S3 123-115 123-185 124-066
S4 122-255 123-005 124-016
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 127-157 127-023 125-037
R3 126-137 126-003 124-264
R2 125-117 125-117 124-232
R1 124-303 124-303 124-201 125-050
PP 124-097 124-097 124-097 124-130
S1 123-283 123-283 124-139 124-030
S2 123-077 123-077 124-108
S3 122-057 122-263 124-077
S4 121-037 121-243 123-303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-295 124-060 0-235 0.6% 0-144 0.4% 23% False False 1,341,216
10 124-295 122-260 2-035 1.7% 0-171 0.4% 73% False False 1,291,528
20 124-295 122-205 2-090 1.8% 0-159 0.4% 75% False False 1,271,855
40 125-045 122-205 2-160 2.0% 0-164 0.4% 69% False False 864,168
60 125-045 122-205 2-160 2.0% 0-171 0.4% 69% False False 576,902
80 125-045 122-000 3-045 2.5% 0-134 0.3% 75% False False 432,677
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 0-033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-070
2.618 126-096
1.618 125-236
1.000 125-125
0.618 125-056
HIGH 124-265
0.618 124-196
0.500 124-175
0.382 124-154
LOW 124-085
0.618 123-294
1.000 123-225
1.618 123-114
2.618 122-254
4.250 121-280
Fisher Pivots for day following 28-Mar-2017
Pivot 1 day 3 day
R1 124-175 124-183
PP 124-155 124-160
S1 124-135 124-138

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

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