ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 126-155 126-275 0-120 0.3% 126-055
High 127-010 126-300 -0-030 -0.1% 127-010
Low 126-125 126-210 0-085 0.2% 126-015
Close 126-285 126-235 -0-050 -0.1% 126-285
Range 0-205 0-090 -0-115 -56.1% 0-315
ATR 0-142 0-138 -0-004 -2.6% 0-000
Volume 63,468 26,275 -37,193 -58.6% 2,243,010
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-198 127-147 126-284
R3 127-108 127-057 126-260
R2 127-018 127-018 126-252
R1 126-287 126-287 126-243 126-268
PP 126-248 126-248 126-248 126-239
S1 126-197 126-197 126-227 126-178
S2 126-158 126-158 126-219
S3 126-068 126-107 126-210
S4 125-298 126-017 126-186
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 129-195 129-075 127-138
R3 128-200 128-080 127-052
R2 127-205 127-205 127-023
R1 127-085 127-085 126-314 127-145
PP 126-210 126-210 126-210 126-240
S1 126-090 126-090 126-256 126-150
S2 125-215 125-215 126-227
S3 124-220 125-095 126-198
S4 123-225 124-100 126-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-010 126-015 0-315 0.8% 0-124 0.3% 70% False False 453,857
10 127-010 125-245 1-085 1.0% 0-115 0.3% 77% False False 1,159,105
20 127-010 124-230 2-100 1.8% 0-132 0.3% 87% False False 1,295,663
40 127-010 124-200 2-130 1.9% 0-153 0.4% 88% False False 1,293,585
60 127-010 122-205 4-125 3.5% 0-156 0.4% 93% False False 1,288,042
80 127-010 122-205 4-125 3.5% 0-157 0.4% 93% False False 1,192,136
100 127-010 122-205 4-125 3.5% 0-163 0.4% 93% False False 955,311
120 127-010 122-000 5-010 4.0% 0-149 0.4% 94% False False 796,120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-042
2.618 127-216
1.618 127-126
1.000 127-070
0.618 127-036
HIGH 126-300
0.618 126-266
0.500 126-255
0.382 126-244
LOW 126-210
0.618 126-154
1.000 126-120
1.618 126-064
2.618 125-294
4.250 125-148
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 126-255 126-224
PP 126-248 126-213
S1 126-242 126-203

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

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