ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 13-Apr-2017
Day Change Summary
Previous Current
12-Apr-2017 13-Apr-2017 Change Change % Previous Week
Open 125-155 125-310 0-155 0.4% 124-190
High 126-000 126-080 0-080 0.2% 125-250
Low 125-115 125-240 0-125 0.3% 124-160
Close 125-150 126-025 0-195 0.5% 124-260
Range 0-205 0-160 -0-045 -21.9% 1-090
ATR 0-177 0-182 0-005 3.0% 0-000
Volume 1,370,086 1,329,353 -40,733 -3.0% 7,453,415
Daily Pivots for day following 13-Apr-2017
Classic Woodie Camarilla DeMark
R4 127-168 127-097 126-113
R3 127-008 126-257 126-069
R2 126-168 126-168 126-054
R1 126-097 126-097 126-040 126-132
PP 126-008 126-008 126-008 126-026
S1 125-257 125-257 126-010 125-292
S2 125-168 125-168 125-316
S3 125-008 125-097 125-301
S4 124-168 124-257 125-257
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
5 126-080 124-200 1-200 1.3% 0-212 0.5% 89% True False 1,440,135
10 126-080 124-075 2-005 1.6% 0-186 0.5% 91% True False 1,411,144
20 126-080 123-115 2-285 2.3% 0-169 0.4% 94% True False 1,324,897
40 126-080 122-205 3-195 2.9% 0-168 0.4% 95% True False 1,264,160
60 126-080 122-205 3-195 2.9% 0-169 0.4% 95% True False 849,624
80 126-080 122-080 4-000 3.2% 0-159 0.4% 96% True False 637,396
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 0-048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-120
2.618 127-179
1.618 127-019
1.000 126-240
0.618 126-179
HIGH 126-080
0.618 126-019
0.500 126-000
0.382 125-301
LOW 125-240
0.618 125-141
1.000 125-080
1.618 124-301
2.618 124-141
4.250 123-200
Fisher Pivots for day following 13-Apr-2017
Pivot 1 day 3 day
R1 126-017 125-290
PP 126-008 125-235
S1 126-000 125-180

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

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