ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 126-075 126-205 0-130 0.3% 125-280
High 126-255 126-225 -0-030 -0.1% 126-255
Low 126-040 126-125 0-085 0.2% 125-240
Close 126-205 126-150 -0-055 -0.1% 126-205
Range 0-215 0-100 -0-115 -53.5% 1-015
ATR 0-139 0-137 -0-003 -2.0% 0-000
Volume 1,572,705 788,420 -784,285 -49.9% 5,802,645
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-147 127-088 126-205
R3 127-047 126-308 126-178
R2 126-267 126-267 126-168
R1 126-208 126-208 126-159 126-188
PP 126-167 126-167 126-167 126-156
S1 126-108 126-108 126-141 126-088
S2 126-067 126-067 126-132
S3 125-287 126-008 126-123
S4 125-187 125-228 126-095
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% 0-132 0.3% 69% False False 1,318,213
10 126-255 125-145 1-110 1.1% 0-118 0.3% 76% False False 1,145,093
20 126-255 124-120 2-135 1.9% 0-132 0.3% 86% False False 595,515
40 126-255 124-090 2-165 2.0% 0-146 0.4% 87% False False 299,246
60 126-255 122-020 4-235 3.7% 0-137 0.3% 93% False False 199,542
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-010
2.618 127-167
1.618 127-067
1.000 127-005
0.618 126-287
HIGH 126-225
0.618 126-187
0.500 126-175
0.382 126-163
LOW 126-125
0.618 126-063
1.000 126-025
1.618 125-283
2.618 125-183
4.250 125-020
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 126-175 126-140
PP 126-167 126-130
S1 126-158 126-120

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

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