ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 01-Jun-2017
Day Change Summary
Previous Current
31-May-2017 01-Jun-2017 Change Change % Previous Week
Open 126-140 126-150 0-010 0.0% 126-075
High 126-180 126-160 -0-020 0.0% 126-120
Low 126-085 126-075 -0-010 0.0% 125-245
Close 126-180 126-145 -0-035 -0.1% 126-060
Range 0-095 0-085 -0-010 -10.5% 0-195
ATR 0-140 0-137 -0-002 -1.8% 0-000
Volume 260,254 97,166 -163,088 -62.7% 9,321,770
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-062 127-028 126-192
R3 126-297 126-263 126-168
R2 126-212 126-212 126-161
R1 126-178 126-178 126-153 126-152
PP 126-127 126-127 126-127 126-114
S1 126-093 126-093 126-137 126-068
S2 126-042 126-042 126-129
S3 125-277 126-008 126-122
S4 125-192 125-243 126-098
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
5 126-180 126-015 0-165 0.4% 0-094 0.2% 79% False False 1,307,102
10 126-230 125-245 0-305 0.8% 0-114 0.3% 72% False False 1,505,833
20 126-230 124-230 2-000 1.6% 0-131 0.3% 87% False False 1,419,506
40 126-230 124-200 2-030 1.7% 0-153 0.4% 87% False False 1,355,329
60 126-230 122-205 4-025 3.2% 0-157 0.4% 93% False False 1,335,554
80 126-230 122-205 4-025 3.2% 0-157 0.4% 93% False False 1,191,972
100 126-230 122-205 4-025 3.2% 0-163 0.4% 93% False False 954,429
120 126-230 122-000 4-230 3.7% 0-146 0.4% 94% False False 795,372
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 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-201
2.618 127-063
1.618 126-298
1.000 126-245
0.618 126-213
HIGH 126-160
0.618 126-128
0.500 126-118
0.382 126-107
LOW 126-075
0.618 126-022
1.000 125-310
1.618 125-257
2.618 125-172
4.250 125-034
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 126-136 126-129
PP 126-127 126-113
S1 126-118 126-098

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

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