ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 30-Mar-2017
Day Change Summary
Previous Current
29-Mar-2017 30-Mar-2017 Change Change % Previous Week
Open 124-090 124-200 0-110 0.3% 123-240
High 124-210 124-220 0-010 0.0% 124-230
Low 124-065 124-085 0-020 0.1% 123-210
Close 124-185 124-110 -0-075 -0.2% 124-170
Range 0-145 0-135 -0-010 -6.9% 1-020
ATR 0-164 0-162 -0-002 -1.3% 0-000
Volume 1,207,851 1,058,234 -149,617 -12.4% 6,785,006
Daily Pivots for day following 30-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-223 125-142 124-184
R3 125-088 125-007 124-147
R2 124-273 124-273 124-135
R1 124-192 124-192 124-122 124-165
PP 124-138 124-138 124-138 124-125
S1 124-057 124-057 124-098 124-030
S2 124-003 124-003 124-085
S3 123-188 123-242 124-073
S4 123-053 123-107 124-036
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
5 124-295 124-065 0-230 0.6% 0-148 0.4% 20% False False 1,151,989
10 124-295 123-115 1-180 1.3% 0-152 0.4% 63% False False 1,238,650
20 124-295 122-205 2-090 1.8% 0-156 0.4% 75% False False 1,235,647
40 125-045 122-205 2-160 2.0% 0-162 0.4% 68% False False 920,277
60 125-045 122-205 2-160 2.0% 0-171 0.4% 68% False False 614,669
80 125-045 122-000 3-045 2.5% 0-137 0.3% 75% False False 461,003
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 True
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-154
2.618 125-253
1.618 125-118
1.000 125-035
0.618 124-303
HIGH 124-220
0.618 124-168
0.500 124-152
0.382 124-137
LOW 124-085
0.618 124-002
1.000 123-270
1.618 123-187
2.618 123-052
4.250 122-151
Fisher Pivots for day following 30-Mar-2017
Pivot 1 day 3 day
R1 124-152 124-165
PP 124-138 124-147
S1 124-124 124-128

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

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