ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 126-270 126-180 -0-090 -0.2% 126-275
High 126-290 126-235 -0-055 -0.1% 127-045
Low 126-135 126-150 0-015 0.0% 126-135
Close 126-210 126-180 -0-030 -0.1% 126-210
Range 0-155 0-085 -0-070 -45.2% 0-230
ATR 0-134 0-130 -0-003 -2.6% 0-000
Volume 15,954 7,971 -7,983 -50.0% 110,520
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-123 127-077 126-227
R3 127-038 126-312 126-203
R2 126-273 126-273 126-196
R1 126-227 126-227 126-188 126-222
PP 126-188 126-188 126-188 126-186
S1 126-142 126-142 126-172 126-138
S2 126-103 126-103 126-164
S3 126-018 126-057 126-157
S4 125-253 125-292 126-133
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-287 128-158 127-017
R3 128-057 127-248 126-273
R2 127-147 127-147 126-252
R1 127-018 127-018 126-231 126-288
PP 126-237 126-237 126-237 126-211
S1 126-108 126-108 126-189 126-058
S2 126-007 126-007 126-168
S3 125-097 125-198 126-147
S4 124-187 124-288 126-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-045 126-135 0-230 0.6% 0-113 0.3% 20% False False 18,443
10 127-045 126-015 1-030 0.9% 0-118 0.3% 47% False False 236,150
20 127-045 125-090 1-275 1.5% 0-126 0.3% 69% False False 994,264
40 127-045 124-230 2-135 1.9% 0-140 0.3% 76% False False 1,115,873
60 127-045 123-115 3-250 3.0% 0-150 0.4% 85% False False 1,185,548
80 127-045 122-205 4-160 3.6% 0-154 0.4% 87% False False 1,190,017
100 127-045 122-205 4-160 3.6% 0-157 0.4% 87% False False 956,124
120 127-045 122-080 4-285 3.9% 0-153 0.4% 88% False False 796,888
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127-276
2.618 127-138
1.618 127-053
1.000 127-000
0.618 126-288
HIGH 126-235
0.618 126-203
0.500 126-193
0.382 126-182
LOW 126-150
0.618 126-097
1.000 126-065
1.618 126-012
2.618 125-248
4.250 125-109
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 126-193 126-213
PP 126-188 126-202
S1 126-184 126-191

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

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