ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 125-115 125-190 0-075 0.2% 126-075
High 125-200 125-250 0-050 0.1% 126-200
Low 125-070 125-140 0-070 0.2% 125-260
Close 125-180 125-205 0-025 0.1% 126-020
Range 0-130 0-110 -0-020 -15.4% 0-260
ATR 0-183 0-178 -0-005 -2.8% 0-000
Volume 1,505,845 1,417,606 -88,239 -5.9% 5,691,645
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 126-208 126-157 125-266
R3 126-098 126-047 125-235
R2 125-308 125-308 125-225
R1 125-257 125-257 125-215 125-283
PP 125-198 125-198 125-198 125-211
S1 125-147 125-147 125-195 125-172
S2 125-088 125-088 125-185
S3 124-298 125-037 125-175
S4 124-188 124-247 125-144
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 128-193 128-047 126-163
R3 127-253 127-107 126-092
R2 126-313 126-313 126-068
R1 126-167 126-167 126-044 126-110
PP 126-053 126-053 126-053 126-025
S1 125-227 125-227 125-316 125-170
S2 125-113 125-113 125-292
S3 124-173 124-287 125-268
S4 123-233 124-027 125-197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-090 125-065 1-025 0.9% 0-152 0.4% 41% False False 1,327,000
10 126-200 125-065 1-135 1.1% 0-170 0.4% 31% False False 1,260,946
20 126-200 124-075 2-125 1.9% 0-177 0.4% 59% False False 1,322,489
40 126-200 122-205 3-315 3.2% 0-166 0.4% 75% False False 1,286,660
60 126-200 122-205 3-315 3.2% 0-168 0.4% 75% False False 1,036,835
80 126-200 122-205 3-315 3.2% 0-173 0.4% 75% False False 778,397
100 126-200 122-000 4-200 3.7% 0-144 0.4% 79% False False 622,718
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-042
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 127-078
2.618 126-218
1.618 126-108
1.000 126-040
0.618 125-318
HIGH 125-250
0.618 125-208
0.500 125-195
0.382 125-182
LOW 125-140
0.618 125-072
1.000 125-030
1.618 124-282
2.618 124-172
4.250 123-312
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 125-202 125-194
PP 125-198 125-183
S1 125-195 125-173

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

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