ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 126-055 126-140 0-085 0.2% 126-075
High 126-160 126-180 0-020 0.0% 126-120
Low 126-015 126-085 0-070 0.2% 125-245
Close 126-140 126-180 0-040 0.1% 126-060
Range 0-145 0-095 -0-050 -34.5% 0-195
ATR 0-143 0-140 -0-003 -2.4% 0-000
Volume 1,822,122 260,254 -1,561,868 -85.7% 9,321,770
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 127-113 127-082 126-232
R3 127-018 126-307 126-206
R2 126-243 126-243 126-197
R1 126-212 126-212 126-189 126-228
PP 126-148 126-148 126-148 126-156
S1 126-117 126-117 126-171 126-132
S2 126-053 126-053 126-163
S3 125-278 126-022 126-154
S4 125-183 125-247 126-128
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 127-300 127-215 126-167
R3 127-105 127-020 126-114
R2 126-230 126-230 126-096
R1 126-145 126-145 126-078 126-090
PP 126-035 126-035 126-035 126-007
S1 125-270 125-270 126-042 125-215
S2 125-160 125-160 126-024
S3 124-285 125-075 126-006
S4 124-090 124-200 125-273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-180 125-245 0-255 0.6% 0-106 0.3% 100% True False 1,748,649
10 126-230 125-175 1-055 0.9% 0-134 0.3% 87% False False 1,738,971
20 126-230 124-230 2-000 1.6% 0-134 0.3% 92% False False 1,473,147
40 126-230 124-200 2-030 1.7% 0-154 0.4% 93% False False 1,384,552
60 126-230 122-205 4-025 3.2% 0-157 0.4% 96% False False 1,348,267
80 126-230 122-205 4-025 3.2% 0-158 0.4% 96% False False 1,190,810
100 126-230 122-205 4-025 3.2% 0-164 0.4% 96% False False 953,458
120 126-230 122-000 4-230 3.7% 0-146 0.4% 97% False False 794,562
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-264
2.618 127-109
1.618 127-014
1.000 126-275
0.618 126-239
HIGH 126-180
0.618 126-144
0.500 126-132
0.382 126-121
LOW 126-085
0.618 126-026
1.000 125-310
1.618 125-251
2.618 125-156
4.250 125-001
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 126-164 126-153
PP 126-148 126-125
S1 126-132 126-098

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

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