ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 126-140 126-210 0-070 0.2% 126-130
High 126-245 126-255 0-010 0.0% 127-080
Low 126-115 126-160 0-045 0.1% 126-060
Close 126-240 126-215 -0-025 -0.1% 126-240
Range 0-130 0-095 -0-035 -26.9% 1-020
ATR 0-140 0-137 -0-003 -2.3% 0-000
Volume 1,096,330 1,028,869 -67,461 -6.2% 6,789,441
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-175 127-130 126-267
R3 127-080 127-035 126-241
R2 126-305 126-305 126-232
R1 126-260 126-260 126-224 126-283
PP 126-210 126-210 126-210 126-221
S1 126-165 126-165 126-206 126-188
S2 126-115 126-115 126-198
S3 126-020 126-070 126-189
S4 125-245 125-295 126-163
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
5 127-020 126-115 0-225 0.6% 0-131 0.3% 44% False False 1,084,509
10 127-080 126-050 1-030 0.9% 0-140 0.3% 47% False False 1,231,467
20 127-080 125-145 1-255 1.4% 0-130 0.3% 68% False False 1,260,312
40 127-080 124-120 2-280 2.3% 0-132 0.3% 80% False False 664,086
60 127-080 123-235 3-165 2.8% 0-144 0.4% 84% False False 443,159
80 127-080 122-020 5-060 4.1% 0-124 0.3% 89% False False 332,377
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-028
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-019
2.618 127-184
1.618 127-089
1.000 127-030
0.618 126-314
HIGH 126-255
0.618 126-219
0.500 126-208
0.382 126-196
LOW 126-160
0.618 126-101
1.000 126-065
1.618 126-006
2.618 125-231
4.250 125-076
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 126-213 126-211
PP 126-210 126-207
S1 126-208 126-203

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

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