ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 29-Mar-2017
Day Change Summary
Previous Current
28-Mar-2017 29-Mar-2017 Change Change % Previous Week
Open 124-205 124-090 -0-115 -0.3% 123-240
High 124-265 124-210 -0-055 -0.1% 124-230
Low 124-085 124-065 -0-020 -0.1% 123-210
Close 124-115 124-185 0-070 0.2% 124-170
Range 0-180 0-145 -0-035 -19.4% 1-020
ATR 0-166 0-164 -0-001 -0.9% 0-000
Volume 1,345,398 1,207,851 -137,547 -10.2% 6,785,006
Daily Pivots for day following 29-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-268 125-212 124-265
R3 125-123 125-067 124-225
R2 124-298 124-298 124-212
R1 124-242 124-242 124-198 124-270
PP 124-153 124-153 124-153 124-168
S1 124-097 124-097 124-172 124-125
S2 124-008 124-008 124-158
S3 123-183 123-272 124-145
S4 123-038 123-127 124-105
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% 0-149 0.4% 53% False False 1,247,008
10 124-295 123-115 1-180 1.3% 0-154 0.4% 78% False False 1,255,929
20 124-295 122-205 2-090 1.8% 0-156 0.4% 85% False False 1,250,831
40 125-045 122-205 2-160 2.0% 0-163 0.4% 78% False False 894,008
60 125-045 122-205 2-160 2.0% 0-172 0.4% 78% False False 597,033
80 125-045 122-000 3-045 2.5% 0-135 0.3% 82% False False 447,775
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 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-186
2.618 125-270
1.618 125-125
1.000 125-035
0.618 124-300
HIGH 124-210
0.618 124-155
0.500 124-138
0.382 124-120
LOW 124-065
0.618 123-295
1.000 123-240
1.618 123-150
2.618 123-005
4.250 122-089
Fisher Pivots for day following 29-Mar-2017
Pivot 1 day 3 day
R1 124-169 124-183
PP 124-153 124-182
S1 124-138 124-180

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

View Archives - Comment on this page... - Back to Index of Symbols