ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 126-130 126-090 -0-040 -0.1% 126-205
High 126-165 126-135 -0-030 -0.1% 126-290
Low 126-065 126-060 -0-005 0.0% 126-050
Close 126-105 126-120 0-015 0.0% 126-135
Range 0-100 0-075 -0-025 -25.0% 0-240
ATR 0-133 0-129 -0-004 -3.1% 0-000
Volume 1,072,960 982,608 -90,352 -8.4% 5,485,660
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-010 126-300 126-161
R3 126-255 126-225 126-141
R2 126-180 126-180 126-134
R1 126-150 126-150 126-127 126-165
PP 126-105 126-105 126-105 126-113
S1 126-075 126-075 126-113 126-090
S2 126-030 126-030 126-106
S3 125-275 126-000 126-099
S4 125-200 125-245 126-079
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
5 126-250 126-050 0-200 0.5% 0-110 0.3% 35% False False 1,110,149
10 126-290 125-305 0-305 0.8% 0-122 0.3% 44% False False 1,179,952
20 126-290 124-310 1-300 1.5% 0-130 0.3% 73% False False 928,635
40 126-290 124-120 2-170 2.0% 0-135 0.3% 79% False False 467,977
60 126-290 123-020 3-270 3.0% 0-141 0.3% 86% False False 312,083
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-024
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 127-134
2.618 127-011
1.618 126-256
1.000 126-210
0.618 126-181
HIGH 126-135
0.618 126-106
0.500 126-098
0.382 126-089
LOW 126-060
0.618 126-014
1.000 125-305
1.618 125-259
2.618 125-184
4.250 125-061
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 126-113 126-135
PP 126-105 126-130
S1 126-098 126-125

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

View Archives - Comment on this page... - Back to Index of Symbols