ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 126-090 126-110 0-020 0.0% 126-205
High 126-135 127-080 0-265 0.7% 126-290
Low 126-060 126-105 0-045 0.1% 126-050
Close 126-120 126-295 0-175 0.4% 126-135
Range 0-075 0-295 0-220 293.3% 0-240
ATR 0-129 0-141 0-012 9.2% 0-000
Volume 982,608 2,442,293 1,459,685 148.6% 5,485,660
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 129-192 129-058 127-137
R3 128-217 128-083 127-056
R2 127-242 127-242 127-029
R1 127-108 127-108 127-002 127-175
PP 126-267 126-267 126-267 126-300
S1 126-133 126-133 126-268 126-200
S2 125-292 125-292 126-241
S3 124-317 125-158 126-214
S4 124-022 124-183 126-133
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
5 127-080 126-050 1-030 0.9% 0-150 0.4% 70% True False 1,378,425
10 127-080 125-305 1-095 1.0% 0-141 0.3% 75% True False 1,274,105
20 127-080 125-075 2-005 1.6% 0-137 0.3% 84% True False 1,048,750
40 127-080 124-120 2-280 2.3% 0-136 0.3% 89% True False 528,978
60 127-080 123-050 4-030 3.2% 0-143 0.4% 92% True False 352,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 131-054
2.618 129-212
1.618 128-237
1.000 128-055
0.618 127-262
HIGH 127-080
0.618 126-287
0.500 126-252
0.382 126-218
LOW 126-105
0.618 125-243
1.000 125-130
1.618 124-268
2.618 123-293
4.250 122-131
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 126-281 126-273
PP 126-267 126-252
S1 126-252 126-230

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

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