ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 126-030 125-280 -0-070 -0.2% 125-170
High 126-110 126-070 -0-040 -0.1% 126-230
Low 125-260 125-245 -0-015 0.0% 125-090
Close 125-275 126-020 0-065 0.2% 126-060
Range 0-170 0-145 -0-025 -14.7% 1-140
ATR 0-155 0-154 -0-001 -0.5% 0-000
Volume 1,674,877 2,304,901 630,024 37.6% 8,202,018
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 127-120 127-055 126-100
R3 126-295 126-230 126-060
R2 126-150 126-150 126-047
R1 126-085 126-085 126-033 126-118
PP 126-005 126-005 126-005 126-021
S1 125-260 125-260 126-007 125-292
S2 125-180 125-180 125-313
S3 125-035 125-115 125-300
S4 124-210 124-290 125-260
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
5 126-230 125-245 0-305 0.8% 0-133 0.3% 31% False True 1,704,565
10 126-230 124-230 2-000 1.6% 0-149 0.4% 67% False False 1,583,682
20 126-230 124-230 2-000 1.6% 0-143 0.4% 67% False False 1,402,748
40 126-230 124-065 2-165 2.0% 0-161 0.4% 74% False False 1,357,375
60 126-230 122-205 4-025 3.2% 0-160 0.4% 84% False False 1,328,868
80 126-230 122-205 4-025 3.2% 0-162 0.4% 84% False False 1,110,771
100 126-230 122-205 4-025 3.2% 0-167 0.4% 84% False False 889,091
120 126-230 122-000 4-230 3.7% 0-143 0.4% 86% False False 740,909
Crabel Price Patterns
NR True
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-046
2.618 127-130
1.618 126-305
1.000 126-215
0.618 126-160
HIGH 126-070
0.618 126-015
0.500 125-318
0.382 125-300
LOW 125-245
0.618 125-155
1.000 125-100
1.618 125-010
2.618 124-185
4.250 123-269
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 126-013 126-019
PP 126-005 126-018
S1 125-318 126-018

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

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