ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 03-May-2017
Day Change Summary
Previous Current
02-May-2017 03-May-2017 Change Change % Previous Week
Open 125-170 125-250 0-080 0.2% 125-150
High 125-260 125-265 0-005 0.0% 125-275
Low 125-110 125-130 0-020 0.0% 125-065
Close 125-225 125-175 -0-050 -0.1% 125-230
Range 0-150 0-135 -0-015 -10.0% 0-210
ATR 0-172 0-170 -0-003 -1.5% 0-000
Volume 997,048 1,169,980 172,932 17.3% 7,255,255
Daily Pivots for day following 03-May-2017
Classic Woodie Camarilla DeMark
R4 126-275 126-200 125-249
R3 126-140 126-065 125-212
R2 126-005 126-005 125-200
R1 125-250 125-250 125-187 125-220
PP 125-190 125-190 125-190 125-175
S1 125-115 125-115 125-163 125-085
S2 125-055 125-055 125-150
S3 124-240 124-300 125-138
S4 124-105 124-165 125-101
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 127-180 127-095 126-026
R3 126-290 126-205 125-288
R2 126-080 126-080 125-269
R1 125-315 125-315 125-249 126-038
PP 125-190 125-190 125-190 125-211
S1 125-105 125-105 125-211 125-148
S2 124-300 124-300 125-192
S3 124-090 124-215 125-172
S4 123-200 124-005 125-115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-265 125-090 0-175 0.4% 0-139 0.3% 49% True False 1,240,071
10 126-110 125-065 1-045 0.9% 0-151 0.4% 30% False False 1,262,354
20 126-200 124-200 2-000 1.6% 0-174 0.4% 46% False False 1,291,152
40 126-200 122-205 3-315 3.2% 0-169 0.4% 73% False False 1,293,577
60 126-200 122-205 3-315 3.2% 0-166 0.4% 73% False False 1,116,127
80 126-200 122-205 3-315 3.2% 0-170 0.4% 73% False False 838,159
100 126-200 122-000 4-200 3.7% 0-149 0.4% 77% False False 670,545
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-199
2.618 126-298
1.618 126-163
1.000 126-080
0.618 126-028
HIGH 125-265
0.618 125-213
0.500 125-198
0.382 125-182
LOW 125-130
0.618 125-047
1.000 124-315
1.618 124-232
2.618 124-097
4.250 123-196
Fisher Pivots for day following 03-May-2017
Pivot 1 day 3 day
R1 125-198 125-185
PP 125-190 125-182
S1 125-183 125-178

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

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