ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 07-Jun-2017
Day Change Summary
Previous Current
06-Jun-2017 07-Jun-2017 Change Change % Previous Week
Open 126-150 126-240 0-090 0.2% 125-280
High 126-290 126-250 -0-040 -0.1% 126-255
Low 126-140 126-155 0-015 0.0% 125-240
Close 126-245 126-170 -0-075 -0.2% 126-205
Range 0-150 0-095 -0-055 -36.7% 1-015
ATR 0-137 0-134 -0-003 -2.2% 0-000
Volume 1,202,060 1,100,916 -101,144 -8.4% 5,802,645
Daily Pivots for day following 07-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-157 127-098 126-222
R3 127-062 127-003 126-196
R2 126-287 126-287 126-187
R1 126-228 126-228 126-179 126-210
PP 126-192 126-192 126-192 126-183
S1 126-133 126-133 126-161 126-115
S2 126-097 126-097 126-153
S3 126-002 126-038 126-144
S4 125-227 125-263 126-118
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% 0-131 0.3% 61% False False 1,169,785
10 126-290 125-145 1-145 1.1% 0-120 0.3% 74% False False 1,289,158
20 126-290 124-120 2-170 2.0% 0-132 0.3% 85% False False 709,215
40 126-290 124-120 2-170 2.0% 0-141 0.3% 85% False False 356,795
60 126-290 122-020 4-270 3.8% 0-141 0.3% 92% False False 237,924
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-014
2.618 127-179
1.618 127-084
1.000 127-025
0.618 126-309
HIGH 126-250
0.618 126-214
0.500 126-203
0.382 126-191
LOW 126-155
0.618 126-096
1.000 126-060
1.618 126-001
2.618 125-226
4.250 125-071
Fisher Pivots for day following 07-Jun-2017
Pivot 1 day 3 day
R1 126-203 126-208
PP 126-192 126-195
S1 126-181 126-183

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

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