ECBOT 10 Year T-Note Future September 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 126-050 126-070 0-020 0.0% 125-305
High 126-100 126-080 -0-020 0.0% 126-025
Low 125-315 125-305 -0-010 0.0% 125-145
Close 126-095 126-060 -0-035 -0.1% 125-285
Range 0-105 0-095 -0-010 -9.5% 0-200
ATR 0-135 0-134 -0-002 -1.3% 0-000
Volume 1,500,761 1,184,828 -315,933 -21.1% 4,859,871
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-007 126-288 126-112
R3 126-232 126-193 126-086
R2 126-137 126-137 126-077
R1 126-098 126-098 126-069 126-070
PP 126-042 126-042 126-042 126-027
S1 126-003 126-003 126-051 125-295
S2 125-267 125-267 126-043
S3 125-172 125-228 126-034
S4 125-077 125-133 126-008
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
5 126-100 125-240 0-180 0.4% 0-098 0.2% 78% False False 1,416,457
10 126-130 125-145 0-305 0.8% 0-114 0.3% 77% False False 932,399
20 126-130 124-120 2-010 1.6% 0-129 0.3% 89% False False 478,050
40 126-130 124-090 2-040 1.7% 0-145 0.4% 90% False False 240,238
60 126-130 122-020 4-110 3.4% 0-131 0.3% 95% False False 160,190
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-164
2.618 127-009
1.618 126-234
1.000 126-175
0.618 126-139
HIGH 126-080
0.618 126-044
0.500 126-032
0.382 126-021
LOW 125-305
0.618 125-246
1.000 125-210
1.618 125-151
2.618 125-056
4.250 124-221
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 126-051 126-043
PP 126-042 126-027
S1 126-032 126-010

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

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