ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 22-May-2017
Day Change Summary
Previous Current
19-May-2017 22-May-2017 Change Change % Previous Week
Open 126-090 126-075 -0-015 0.0% 125-170
High 126-115 126-085 -0-030 -0.1% 126-230
Low 126-015 126-015 0-000 0.0% 125-090
Close 126-060 126-040 -0-020 0.0% 126-060
Range 0-100 0-070 -0-030 -30.0% 1-140
ATR 0-160 0-154 -0-006 -4.0% 0-000
Volume 1,226,277 986,022 -240,255 -19.6% 8,202,018
Daily Pivots for day following 22-May-2017
Classic Woodie Camarilla DeMark
R4 126-257 126-218 126-078
R3 126-187 126-148 126-059
R2 126-117 126-117 126-053
R1 126-078 126-078 126-046 126-062
PP 126-047 126-047 126-047 126-039
S1 126-008 126-008 126-034 125-313
S2 125-297 125-297 126-027
S3 125-227 125-258 126-021
S4 125-157 125-188 126-002
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 130-120 129-230 126-313
R3 128-300 128-090 126-186
R2 127-160 127-160 126-144
R1 126-270 126-270 126-102 127-055
PP 126-020 126-020 126-020 126-073
S1 125-130 125-130 126-018 125-235
S2 124-200 124-200 125-296
S3 123-060 123-310 125-254
S4 121-240 122-170 125-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-230 125-090 1-140 1.1% 0-156 0.4% 59% False False 1,651,909
10 126-230 124-230 2-000 1.6% 0-140 0.3% 70% False False 1,413,407
20 126-230 124-230 2-000 1.6% 0-143 0.4% 70% False False 1,334,900
40 126-230 124-065 2-165 2.0% 0-161 0.4% 76% False False 1,320,116
60 126-230 122-205 4-025 3.2% 0-162 0.4% 85% False False 1,312,141
80 126-230 122-205 4-025 3.2% 0-161 0.4% 85% False False 1,061,119
100 126-230 122-205 4-025 3.2% 0-165 0.4% 85% False False 849,293
120 126-230 122-000 4-230 3.7% 0-140 0.3% 87% False False 707,744
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 127-062
2.618 126-268
1.618 126-198
1.000 126-155
0.618 126-128
HIGH 126-085
0.618 126-058
0.500 126-050
0.382 126-042
LOW 126-015
0.618 125-292
1.000 125-265
1.618 125-222
2.618 125-152
4.250 125-038
Fisher Pivots for day following 22-May-2017
Pivot 1 day 3 day
R1 126-050 126-123
PP 126-047 126-095
S1 126-043 126-068

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

View Archives - Comment on this page... - Back to Index of Symbols