ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 08-Jun-2017
Day Change Summary
Previous Current
07-Jun-2017 08-Jun-2017 Change Change % Previous Week
Open 127-005 126-245 -0-080 -0.2% 126-055
High 127-010 126-255 -0-075 -0.2% 127-010
Low 126-240 126-155 -0-085 -0.2% 126-015
Close 126-250 126-225 -0-025 -0.1% 126-285
Range 0-090 0-100 0-010 11.1% 0-315
ATR 0-135 0-132 -0-002 -1.8% 0-000
Volume 21,734 12,186 -9,548 -43.9% 2,243,010
Daily Pivots for day following 08-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-192 127-148 126-280
R3 127-092 127-048 126-252
R2 126-312 126-312 126-243
R1 126-268 126-268 126-234 126-240
PP 126-212 126-212 126-212 126-198
S1 126-168 126-168 126-216 126-140
S2 126-112 126-112 126-207
S3 126-012 126-068 126-197
S4 125-232 125-288 126-170
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
5 127-045 126-125 0-240 0.6% 0-124 0.3% 42% False False 31,606
10 127-045 126-015 1-030 0.9% 0-109 0.3% 60% False False 669,354
20 127-045 124-230 2-135 1.9% 0-129 0.3% 82% False False 1,126,518
40 127-045 124-230 2-135 1.9% 0-143 0.4% 82% False False 1,182,761
60 127-045 122-260 4-105 3.4% 0-154 0.4% 90% False False 1,231,730
80 127-045 122-205 4-160 3.6% 0-156 0.4% 90% False False 1,192,030
100 127-045 122-205 4-160 3.6% 0-160 0.4% 90% False False 955,921
120 127-045 122-000 5-045 4.1% 0-151 0.4% 91% False False 796,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-040
2.618 127-197
1.618 127-097
1.000 127-035
0.618 126-317
HIGH 126-255
0.618 126-217
0.500 126-205
0.382 126-193
LOW 126-155
0.618 126-093
1.000 126-055
1.618 125-313
2.618 125-213
4.250 125-050
Fisher Pivots for day following 08-Jun-2017
Pivot 1 day 3 day
R1 126-218 126-260
PP 126-212 126-248
S1 126-205 126-237

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

View Archives - Comment on this page... - Back to Index of Symbols