ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 05-May-2017
Day Change Summary
Previous Current
04-May-2017 05-May-2017 Change Change % Previous Week
Open 125-150 125-050 -0-100 -0.2% 125-230
High 125-155 125-110 -0-045 -0.1% 125-265
Low 125-020 124-275 -0-065 -0.2% 124-275
Close 125-055 125-070 0-015 0.0% 125-070
Range 0-135 0-155 0-020 14.8% 0-310
ATR 0-169 0-168 -0-001 -0.6% 0-000
Volume 1,245,763 1,320,832 75,069 6.0% 5,682,558
Daily Pivots for day following 05-May-2017
Classic Woodie Camarilla DeMark
R4 126-190 126-125 125-155
R3 126-035 125-290 125-113
R2 125-200 125-200 125-098
R1 125-135 125-135 125-084 125-168
PP 125-045 125-045 125-045 125-061
S1 124-300 124-300 125-056 125-013
S2 124-210 124-210 125-042
S3 124-055 124-145 125-027
S4 123-220 123-310 124-305
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 128-067 127-218 125-241
R3 127-077 126-228 125-155
R2 126-087 126-087 125-127
R1 125-238 125-238 125-098 125-168
PP 125-097 125-097 125-097 125-061
S1 124-248 124-248 125-042 124-178
S2 124-107 124-107 125-013
S3 123-117 123-258 124-305
S4 122-127 122-268 124-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-265 124-275 0-310 0.8% 0-145 0.4% 37% False True 1,136,511
10 125-275 124-275 1-000 0.8% 0-152 0.4% 36% False True 1,293,781
20 126-200 124-200 2-000 1.6% 0-174 0.4% 30% False False 1,291,506
40 126-200 122-205 3-315 3.2% 0-168 0.4% 65% False False 1,284,232
60 126-200 122-205 3-315 3.2% 0-165 0.4% 65% False False 1,157,627
80 126-200 122-205 3-315 3.2% 0-171 0.4% 65% False False 870,223
100 126-200 122-000 4-200 3.7% 0-152 0.4% 70% False False 696,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127-129
2.618 126-196
1.618 126-041
1.000 125-265
0.618 125-206
HIGH 125-110
0.618 125-051
0.500 125-033
0.382 125-014
LOW 124-275
0.618 124-179
1.000 124-120
1.618 124-024
2.618 123-189
4.250 122-256
Fisher Pivots for day following 05-May-2017
Pivot 1 day 3 day
R1 125-058 125-110
PP 125-045 125-097
S1 125-033 125-083

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

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