ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 23-Jun-2017
Day Change Summary
Previous Current
22-Jun-2017 23-Jun-2017 Change Change % Previous Week
Open 126-195 126-220 0-025 0.1% 126-250
High 126-260 126-245 -0-015 0.0% 126-290
Low 126-185 126-180 -0-005 0.0% 126-115
Close 126-215 126-235 0-020 0.0% 126-235
Range 0-075 0-065 -0-010 -13.4% 0-175
ATR 0-133 0-128 -0-005 -3.6% 0-000
Volume 884,620 714,183 -170,437 -19.3% 4,729,772
Daily Pivots for day following 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-095 127-070 126-271
R3 127-030 127-005 126-253
R2 126-285 126-285 126-247
R1 126-260 126-260 126-241 126-272
PP 126-220 126-220 126-220 126-226
S1 126-195 126-195 126-229 126-208
S2 126-155 126-155 126-223
S3 126-090 126-130 126-217
S4 126-025 126-065 126-199
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-098 128-022 127-011
R3 127-243 127-167 126-283
R2 127-068 127-068 126-267
R1 126-312 126-312 126-251 126-263
PP 126-213 126-213 126-213 126-189
S1 126-137 126-137 126-219 126-088
S2 126-038 126-038 126-203
S3 125-183 125-282 126-187
S4 125-008 125-107 126-139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-290 126-115 0-175 0.4% 0-105 0.3% 69% False False 945,954
10 127-080 126-060 1-020 0.8% 0-126 0.3% 51% False False 1,151,921
20 127-080 125-240 1-160 1.2% 0-127 0.3% 66% False False 1,208,995
40 127-080 124-120 2-280 2.3% 0-130 0.3% 82% False False 703,879
60 127-080 123-245 3-155 2.7% 0-142 0.4% 85% False False 469,805
80 127-080 122-020 5-060 4.1% 0-125 0.3% 90% False False 352,362
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 127-201
2.618 127-095
1.618 127-030
1.000 126-310
0.618 126-285
HIGH 126-245
0.618 126-220
0.500 126-212
0.382 126-205
LOW 126-180
0.618 126-140
1.000 126-115
1.618 126-075
2.618 126-010
4.250 125-224
Fisher Pivots for day following 23-Jun-2017
Pivot 1 day 3 day
R1 126-228 126-227
PP 126-220 126-218
S1 126-212 126-210

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

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