ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 06-Jun-2017
Day Change Summary
Previous Current
05-Jun-2017 06-Jun-2017 Change Change % Previous Week
Open 126-205 126-150 -0-055 -0.1% 125-280
High 126-225 126-290 0-065 0.2% 126-255
Low 126-125 126-140 0-015 0.0% 125-240
Close 126-150 126-245 0-095 0.2% 126-205
Range 0-100 0-150 0-050 50.0% 1-015
ATR 0-137 0-137 0-001 0.7% 0-000
Volume 788,420 1,202,060 413,640 52.5% 5,802,645
Daily Pivots for day following 06-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-035 127-290 127-008
R3 127-205 127-140 126-286
R2 127-055 127-055 126-272
R1 126-310 126-310 126-259 127-023
PP 126-225 126-225 126-225 126-241
S1 126-160 126-160 126-231 126-192
S2 126-075 126-075 126-217
S3 125-245 126-010 126-204
S4 125-095 125-180 126-162
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
5 126-290 125-305 0-305 0.8% 0-133 0.3% 85% True False 1,249,754
10 126-290 125-145 1-145 1.1% 0-127 0.3% 90% True False 1,236,855
20 126-290 124-120 2-170 2.0% 0-132 0.3% 94% True False 655,346
40 126-290 124-090 2-200 2.1% 0-142 0.3% 95% True False 329,287
60 126-290 122-020 4-270 3.8% 0-139 0.3% 97% True False 219,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-288
2.618 128-043
1.618 127-213
1.000 127-120
0.618 127-063
HIGH 126-290
0.618 126-233
0.500 126-215
0.382 126-197
LOW 126-140
0.618 126-047
1.000 125-310
1.618 125-217
2.618 125-067
4.250 124-142
Fisher Pivots for day following 06-Jun-2017
Pivot 1 day 3 day
R1 126-235 126-218
PP 126-225 126-192
S1 126-215 126-165

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

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