ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 125-050 125-030 -0-020 0.0% 125-230
High 125-110 125-135 0-025 0.1% 125-265
Low 124-275 124-300 0-025 0.1% 124-275
Close 125-070 125-020 -0-050 -0.1% 125-070
Range 0-155 0-155 0-000 0.0% 0-310
ATR 0-168 0-167 -0-001 -0.5% 0-000
Volume 1,320,832 1,174,165 -146,667 -11.1% 5,682,558
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 126-190 126-100 125-105
R3 126-035 125-265 125-063
R2 125-200 125-200 125-048
R1 125-110 125-110 125-034 125-078
PP 125-045 125-045 125-045 125-029
S1 124-275 124-275 125-006 124-242
S2 124-210 124-210 124-312
S3 124-055 124-120 124-297
S4 123-220 123-285 124-255
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% 0-146 0.4% 21% False False 1,181,557
10 125-275 124-275 1-000 0.8% 0-146 0.4% 20% False False 1,256,393
20 126-200 124-200 2-000 1.6% 0-164 0.4% 22% False False 1,246,815
40 126-200 122-205 3-315 3.2% 0-168 0.4% 61% False False 1,272,382
60 126-200 122-205 3-315 3.2% 0-164 0.4% 61% False False 1,176,685
80 126-200 122-205 3-315 3.2% 0-171 0.4% 61% False False 884,863
100 126-200 122-000 4-200 3.7% 0-154 0.4% 66% False False 707,953
Crabel Price Patterns
NR False
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 0-035
Fibonacci Retracements and Extensions
4.250 127-154
2.618 126-221
1.618 126-066
1.000 125-290
0.618 125-231
HIGH 125-135
0.618 125-076
0.500 125-058
0.382 125-039
LOW 124-300
0.618 124-204
1.000 124-145
1.618 124-049
2.618 123-214
4.250 122-281
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 125-058 125-055
PP 125-045 125-043
S1 125-033 125-032

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

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