ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 09-May-2017
Day Change Summary
Previous Current
08-May-2017 09-May-2017 Change Change % Previous Week
Open 125-030 124-305 -0-045 -0.1% 125-230
High 125-135 125-020 -0-115 -0.3% 125-265
Low 124-300 124-240 -0-060 -0.2% 124-275
Close 125-020 124-265 -0-075 -0.2% 125-070
Range 0-155 0-100 -0-055 -35.5% 0-310
ATR 0-167 0-162 -0-005 -2.9% 0-000
Volume 1,174,165 1,094,660 -79,505 -6.8% 5,682,558
Daily Pivots for day following 09-May-2017
Classic Woodie Camarilla DeMark
R4 125-262 125-203 125-000
R3 125-162 125-103 124-292
R2 125-062 125-062 124-283
R1 125-003 125-003 124-274 124-302
PP 124-282 124-282 124-282 124-271
S1 124-223 124-223 124-256 124-202
S2 124-182 124-182 124-247
S3 124-082 124-123 124-237
S4 123-302 124-023 124-210
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
5 125-265 124-240 1-025 0.9% 0-136 0.3% 7% False True 1,201,080
10 125-265 124-240 1-025 0.9% 0-137 0.3% 7% False True 1,254,162
20 126-200 124-240 1-280 1.5% 0-163 0.4% 4% False True 1,254,162
40 126-200 122-205 3-315 3.2% 0-166 0.4% 55% False False 1,278,239
60 126-200 122-205 3-315 3.2% 0-164 0.4% 55% False False 1,194,773
80 126-200 122-205 3-315 3.2% 0-170 0.4% 55% False False 898,500
100 126-200 122-000 4-200 3.7% 0-155 0.4% 61% False False 718,899
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 0-037
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 126-125
2.618 125-282
1.618 125-182
1.000 125-120
0.618 125-082
HIGH 125-020
0.618 124-302
0.500 124-290
0.382 124-278
LOW 124-240
0.618 124-178
1.000 124-140
1.618 124-078
2.618 123-298
4.250 123-135
Fisher Pivots for day following 09-May-2017
Pivot 1 day 3 day
R1 124-290 125-028
PP 124-282 125-000
S1 124-273 124-292

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

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