ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 126-070 126-075 0-005 0.0% 125-280
High 126-080 126-255 0-175 0.4% 126-255
Low 125-305 126-040 0-055 0.1% 125-240
Close 126-060 126-205 0-145 0.4% 126-205
Range 0-095 0-215 0-120 126.3% 1-015
ATR 0-134 0-139 0-006 4.4% 0-000
Volume 1,184,828 1,572,705 387,877 32.7% 5,802,645
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-172 128-083 127-003
R3 127-277 127-188 126-264
R2 127-062 127-062 126-244
R1 126-293 126-293 126-225 127-018
PP 126-167 126-167 126-167 126-189
S1 126-078 126-078 126-185 126-122
S2 125-272 125-272 126-166
S3 125-057 125-183 126-146
S4 124-162 124-288 126-087
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 129-172 129-043 127-069
R3 128-157 128-028 126-297
R2 127-142 127-142 126-266
R1 127-013 127-013 126-236 127-078
PP 126-127 126-127 126-127 126-159
S1 125-318 125-318 126-174 126-062
S2 125-112 125-112 126-144
S3 124-097 124-303 126-113
S4 123-082 123-288 126-021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-255 125-240 1-015 0.8% 0-129 0.3% 85% True False 1,435,007
10 126-255 125-145 1-110 1.1% 0-118 0.3% 88% True False 1,078,930
20 126-255 124-120 2-135 1.9% 0-133 0.3% 94% True False 556,413
40 126-255 124-090 2-165 2.0% 0-146 0.4% 94% True False 279,542
60 126-255 122-020 4-235 3.7% 0-135 0.3% 97% True False 186,402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 129-209
2.618 128-178
1.618 127-283
1.000 127-150
0.618 127-068
HIGH 126-255
0.618 126-173
0.500 126-148
0.382 126-122
LOW 126-040
0.618 125-227
1.000 125-145
1.618 125-012
2.618 124-117
4.250 123-086
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 126-186 126-177
PP 126-167 126-148
S1 126-148 126-120

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

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