ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 125-265 125-280 0-015 0.0% 125-305
High 126-025 126-065 0-040 0.1% 126-025
Low 125-260 125-240 -0-020 0.0% 125-145
Close 125-285 126-050 0-085 0.2% 125-285
Range 0-085 0-145 0-060 70.6% 0-200
ATR 0-137 0-138 0-001 0.4% 0-000
Volume 1,372,392 1,544,351 171,959 12.5% 4,859,871
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 127-127 127-073 126-130
R3 126-302 126-248 126-090
R2 126-157 126-157 126-077
R1 126-103 126-103 126-063 126-130
PP 126-012 126-012 126-012 126-025
S1 125-278 125-278 126-037 125-305
S2 125-187 125-187 126-023
S3 125-042 125-133 126-010
S4 124-217 124-308 125-290
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 127-218 127-132 126-075
R3 127-018 126-252 126-020
R2 126-138 126-138 126-002
R1 126-052 126-052 125-303 125-315
PP 125-258 125-258 125-258 125-230
S1 125-172 125-172 125-267 125-115
S2 125-058 125-058 125-248
S3 124-178 124-292 125-230
S4 123-298 124-092 125-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-065 125-145 0-240 0.6% 0-121 0.3% 94% True False 1,223,956
10 126-130 124-310 1-140 1.1% 0-138 0.3% 83% False False 677,317
20 126-130 124-120 2-010 1.6% 0-132 0.3% 88% False False 344,335
40 126-130 124-010 2-120 1.9% 0-150 0.4% 89% False False 173,128
60 126-130 122-020 4-110 3.4% 0-128 0.3% 94% False False 115,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-041
2.618 127-125
1.618 126-300
1.000 126-210
0.618 126-155
HIGH 126-065
0.618 126-010
0.500 125-312
0.382 125-295
LOW 125-240
0.618 125-150
1.000 125-095
1.618 125-005
2.618 124-180
4.250 123-264
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 126-031 126-031
PP 126-012 126-012
S1 125-312 125-312

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

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