ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 126-250 126-140 -0-110 -0.3% 126-130
High 126-290 126-245 -0-045 -0.1% 127-080
Low 126-130 126-115 -0-015 0.0% 126-060
Close 126-145 126-240 0-095 0.2% 126-240
Range 0-160 0-130 -0-030 -18.8% 1-020
ATR 0-141 0-140 -0-001 -0.6% 0-000
Volume 1,005,770 1,096,330 90,560 9.0% 6,789,441
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-270 127-225 126-311
R3 127-140 127-095 126-276
R2 127-010 127-010 126-264
R1 126-285 126-285 126-252 126-307
PP 126-200 126-200 126-200 126-211
S1 126-155 126-155 126-228 126-178
S2 126-070 126-070 126-216
S3 125-260 126-025 126-204
S4 125-130 125-215 126-169
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 129-293 129-127 127-107
R3 128-273 128-107 127-014
R2 127-253 127-253 126-302
R1 127-087 127-087 126-271 127-170
PP 126-233 126-233 126-233 126-275
S1 126-067 126-067 126-209 126-150
S2 125-213 125-213 126-178
S3 124-193 125-047 126-146
S4 123-173 124-027 126-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-080 126-105 0-295 0.7% 0-171 0.4% 46% False False 1,367,194
10 127-080 126-050 1-030 0.9% 0-140 0.3% 54% False False 1,238,672
20 127-080 125-145 1-255 1.4% 0-134 0.3% 72% False False 1,237,763
40 127-080 124-120 2-280 2.3% 0-135 0.3% 83% False False 638,411
60 127-080 123-235 3-165 2.8% 0-145 0.4% 86% False False 426,012
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-157
2.618 127-265
1.618 127-135
1.000 127-055
0.618 127-005
HIGH 126-245
0.618 126-195
0.500 126-180
0.382 126-165
LOW 126-115
0.618 126-035
1.000 125-305
1.618 125-225
2.618 125-095
4.250 124-203
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 126-220 126-228
PP 126-200 126-215
S1 126-180 126-203

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

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