ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 25-May-2017
Day Change Summary
Previous Current
24-May-2017 25-May-2017 Change Change % Previous Week
Open 125-280 126-060 0-100 0.2% 125-170
High 126-070 126-080 0-010 0.0% 126-230
Low 125-245 126-015 0-090 0.2% 125-090
Close 126-020 126-055 0-035 0.1% 126-060
Range 0-145 0-065 -0-080 -55.2% 1-140
ATR 0-154 0-148 -0-006 -4.1% 0-000
Volume 2,304,901 2,433,716 128,815 5.6% 8,202,018
Daily Pivots for day following 25-May-2017
Classic Woodie Camarilla DeMark
R4 126-245 126-215 126-091
R3 126-180 126-150 126-073
R2 126-115 126-115 126-067
R1 126-085 126-085 126-061 126-068
PP 126-050 126-050 126-050 126-041
S1 126-020 126-020 126-049 126-003
S2 125-305 125-305 126-043
S3 125-240 125-275 126-037
S4 125-175 125-210 126-019
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
5 126-115 125-245 0-190 0.5% 0-110 0.3% 68% False False 1,725,158
10 126-230 124-315 1-235 1.4% 0-145 0.4% 68% False False 1,699,677
20 126-230 124-230 2-000 1.6% 0-140 0.3% 73% False False 1,453,554
40 126-230 124-075 2-155 2.0% 0-159 0.4% 78% False False 1,388,021
60 126-230 122-205 4-025 3.2% 0-158 0.4% 87% False False 1,342,291
80 126-230 122-205 4-025 3.2% 0-161 0.4% 87% False False 1,141,015
100 126-230 122-205 4-025 3.2% 0-166 0.4% 87% False False 913,428
120 126-230 122-000 4-230 3.7% 0-143 0.4% 88% False False 761,190
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 0-035
Narrowest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 127-036
2.618 126-250
1.618 126-185
1.000 126-145
0.618 126-120
HIGH 126-080
0.618 126-055
0.500 126-048
0.382 126-040
LOW 126-015
0.618 125-295
1.000 125-270
1.618 125-230
2.618 125-165
4.250 125-059
Fisher Pivots for day following 25-May-2017
Pivot 1 day 3 day
R1 126-053 126-043
PP 126-050 126-030
S1 126-048 126-018

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

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