ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 11-Apr-2017
Day Change Summary
Previous Current
10-Apr-2017 11-Apr-2017 Change Change % Previous Week
Open 124-245 124-280 0-035 0.1% 124-190
High 125-015 125-180 0-165 0.4% 125-250
Low 124-200 124-280 0-080 0.2% 124-160
Close 124-290 125-155 0-185 0.5% 124-260
Range 0-135 0-220 0-085 63.0% 1-090
ATR 0-171 0-175 0-003 2.0% 0-000
Volume 947,722 1,485,530 537,808 56.7% 7,453,415
Daily Pivots for day following 11-Apr-2017
Classic Woodie Camarilla DeMark
R4 127-118 127-037 125-276
R3 126-218 126-137 125-216
R2 125-318 125-318 125-195
R1 125-237 125-237 125-175 125-278
PP 125-098 125-098 125-098 125-119
S1 125-017 125-017 125-135 125-058
S2 124-198 124-198 125-115
S3 123-298 124-117 125-095
S4 123-078 123-217 125-034
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 128-280 128-040 125-166
R3 127-190 126-270 125-053
R2 126-100 126-100 125-015
R1 125-180 125-180 124-298 125-300
PP 125-010 125-010 125-010 125-070
S1 124-090 124-090 124-222 124-210
S2 123-240 123-240 124-185
S3 122-150 123-000 124-147
S4 121-060 121-230 124-034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-250 124-200 1-050 0.9% 0-197 0.5% 74% False False 1,412,150
10 125-250 124-065 1-185 1.3% 0-178 0.4% 81% False False 1,367,809
20 125-250 122-260 2-310 2.4% 0-174 0.4% 90% False False 1,329,669
40 125-250 122-205 3-045 2.5% 0-168 0.4% 91% False False 1,201,298
60 125-250 122-205 3-045 2.5% 0-171 0.4% 91% False False 804,694
80 125-250 122-000 3-250 3.0% 0-155 0.4% 92% False False 603,653
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-155
2.618 127-116
1.618 126-216
1.000 126-080
0.618 125-316
HIGH 125-180
0.618 125-096
0.500 125-070
0.382 125-044
LOW 124-280
0.618 124-144
1.000 124-060
1.618 123-244
2.618 123-024
4.250 121-305
Fisher Pivots for day following 11-Apr-2017
Pivot 1 day 3 day
R1 125-127 125-125
PP 125-098 125-095
S1 125-070 125-065

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

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