ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 05-Apr-2017
Day Change Summary
Previous Current
04-Apr-2017 05-Apr-2017 Change Change % Previous Week
Open 125-065 124-295 -0-090 -0.2% 124-135
High 125-115 125-095 -0-020 0.0% 124-295
Low 124-285 124-240 -0-045 -0.1% 124-065
Close 125-010 125-015 0-005 0.0% 124-180
Range 0-150 0-175 0-025 16.7% 0-230
ATR 0-164 0-165 0-001 0.5% 0-000
Volume 1,266,102 1,479,991 213,889 16.9% 6,280,855
Daily Pivots for day following 05-Apr-2017
Classic Woodie Camarilla DeMark
R4 126-215 126-130 125-111
R3 126-040 125-275 125-063
R2 125-185 125-185 125-047
R1 125-100 125-100 125-031 125-143
PP 125-010 125-010 125-010 125-031
S1 124-245 124-245 124-319 124-288
S2 124-155 124-155 124-303
S3 123-300 124-070 124-287
S4 123-125 123-215 124-239
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 126-230 126-115 124-307
R3 126-000 125-205 124-243
R2 125-090 125-090 124-222
R1 124-295 124-295 124-201 125-033
PP 124-180 124-180 124-180 124-209
S1 124-065 124-065 124-159 124-122
S2 123-270 123-270 124-138
S3 123-040 123-155 124-117
S4 122-130 122-245 124-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-115 124-075 1-040 0.9% 0-164 0.4% 72% False False 1,377,896
10 125-115 124-060 1-055 0.9% 0-157 0.4% 73% False False 1,312,452
20 125-115 122-205 2-230 2.2% 0-163 0.4% 89% False False 1,284,003
40 125-115 122-205 2-230 2.2% 0-162 0.4% 89% False False 1,064,848
60 125-115 122-205 2-230 2.2% 0-170 0.4% 89% False False 711,810
80 125-115 122-000 3-115 2.7% 0-146 0.4% 91% False False 533,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-199
2.618 126-233
1.618 126-058
1.000 125-270
0.618 125-203
HIGH 125-095
0.618 125-028
0.500 125-008
0.382 124-307
LOW 124-240
0.618 124-132
1.000 124-065
1.618 123-277
2.618 123-102
4.250 122-136
Fisher Pivots for day following 05-Apr-2017
Pivot 1 day 3 day
R1 125-013 125-003
PP 125-010 124-310
S1 125-008 124-298

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

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