ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 17-Apr-2017
Day Change Summary
Previous Current
13-Apr-2017 17-Apr-2017 Change Change % Previous Week
Open 125-310 126-075 0-085 0.2% 124-245
High 126-080 126-130 0-050 0.1% 126-080
Low 125-240 125-260 0-020 0.0% 124-200
Close 126-025 125-290 -0-055 -0.1% 126-025
Range 0-160 0-190 0-030 18.8% 1-200
ATR 0-182 0-183 0-001 0.3% 0-000
Volume 1,329,353 804,493 -524,860 -39.5% 5,132,691
Daily Pivots for day following 17-Apr-2017
Classic Woodie Camarilla DeMark
R4 127-263 127-147 126-075
R3 127-073 126-277 126-022
R2 126-203 126-203 126-005
R1 126-087 126-087 125-307 126-050
PP 126-013 126-013 126-013 125-315
S1 125-217 125-217 125-273 125-180
S2 125-143 125-143 125-255
S3 124-273 125-027 125-238
S4 124-083 124-157 125-186
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 130-168 129-297 126-311
R3 128-288 128-097 126-168
R2 127-088 127-088 126-120
R1 126-217 126-217 126-073 126-312
PP 125-208 125-208 125-208 125-256
S1 125-017 125-017 125-297 125-112
S2 124-008 124-008 125-250
S3 122-128 123-137 125-202
S4 120-248 121-257 125-059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-130 124-200 1-250 1.4% 0-182 0.5% 72% True False 1,187,436
10 126-130 124-160 1-290 1.5% 0-193 0.5% 74% True False 1,339,059
20 126-130 123-210 2-240 2.2% 0-170 0.4% 82% True False 1,322,823
40 126-130 122-205 3-245 3.0% 0-169 0.4% 87% True False 1,282,136
60 126-130 122-205 3-245 3.0% 0-169 0.4% 87% True False 862,955
80 126-130 122-080 4-050 3.3% 0-161 0.4% 88% True False 647,452
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 0-051
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-298
2.618 127-307
1.618 127-117
1.000 127-000
0.618 126-247
HIGH 126-130
0.618 126-057
0.500 126-035
0.382 126-013
LOW 125-260
0.618 125-143
1.000 125-070
1.618 124-273
2.618 124-083
4.250 123-092
Fisher Pivots for day following 17-Apr-2017
Pivot 1 day 3 day
R1 126-035 125-288
PP 126-013 125-285
S1 125-312 125-283

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

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