ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 09-Jun-2017
Day Change Summary
Previous Current
08-Jun-2017 09-Jun-2017 Change Change % Previous Week
Open 126-180 126-185 0-005 0.0% 126-205
High 126-180 126-220 0-040 0.1% 126-290
Low 126-070 126-050 -0-020 0.0% 126-050
Close 126-145 126-135 -0-010 0.0% 126-135
Range 0-110 0-170 0-060 54.6% 0-240
ATR 0-133 0-135 0-003 2.0% 0-000
Volume 1,304,371 1,089,893 -214,478 -16.4% 5,485,660
Daily Pivots for day following 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-005 127-240 126-228
R3 127-155 127-070 126-182
R2 126-305 126-305 126-166
R1 126-220 126-220 126-151 126-178
PP 126-135 126-135 126-135 126-114
S1 126-050 126-050 126-119 126-008
S2 125-285 125-285 126-104
S3 125-115 125-200 126-088
S4 124-265 125-030 126-042
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-238 128-107 126-267
R3 127-318 127-187 126-201
R2 127-078 127-078 126-179
R1 126-267 126-267 126-157 126-213
PP 126-158 126-158 126-158 126-131
S1 126-027 126-027 126-113 125-293
S2 125-238 125-238 126-091
S3 124-318 125-107 126-069
S4 124-078 124-187 126-003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-290 126-050 0-240 0.6% 0-125 0.3% 35% False True 1,097,132
10 126-290 125-240 1-050 0.9% 0-127 0.3% 58% False False 1,266,069
20 126-290 124-215 2-075 1.8% 0-135 0.3% 78% False False 827,510
40 126-290 124-120 2-170 2.0% 0-139 0.3% 81% False False 416,608
60 126-290 122-260 4-030 3.2% 0-142 0.3% 88% False False 277,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-302
2.618 128-025
1.618 127-175
1.000 127-070
0.618 127-005
HIGH 126-220
0.618 126-155
0.500 126-135
0.382 126-115
LOW 126-050
0.618 125-265
1.000 125-200
1.618 125-095
2.618 124-245
4.250 123-288
Fisher Pivots for day following 09-Jun-2017
Pivot 1 day 3 day
R1 126-135 126-150
PP 126-135 126-145
S1 126-135 126-140

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

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