ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 28-Jun-2017
Day Change Summary
Previous Current
27-Jun-2017 28-Jun-2017 Change Change % Previous Week
Open 126-240 126-080 -0-160 -0.4% 126-250
High 126-270 126-105 -0-165 -0.4% 126-290
Low 126-050 125-280 -0-090 -0.2% 126-115
Close 126-090 126-065 -0-025 -0.1% 126-235
Range 0-220 0-145 -0-075 -34.1% 0-175
ATR 0-133 0-133 0-001 0.7% 0-000
Volume 1,626,148 1,802,887 176,739 10.9% 4,729,772
Daily Pivots for day following 28-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-158 127-097 126-145
R3 127-013 126-272 126-105
R2 126-188 126-188 126-092
R1 126-127 126-127 126-078 126-085
PP 126-043 126-043 126-043 126-022
S1 125-302 125-302 126-052 125-260
S2 125-218 125-218 126-038
S3 125-073 125-157 126-025
S4 124-248 125-012 125-305
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
5 126-290 125-280 1-010 0.8% 0-121 0.3% 32% False True 1,173,888
10 127-020 125-280 1-060 0.9% 0-126 0.3% 28% False True 1,129,199
20 127-080 125-280 1-120 1.1% 0-133 0.3% 24% False True 1,201,652
40 127-080 124-120 2-280 2.3% 0-132 0.3% 64% False False 810,351
60 127-080 124-090 2-310 2.4% 0-142 0.4% 65% False False 540,973
80 127-080 122-020 5-060 4.1% 0-131 0.3% 80% False False 405,745
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-081
2.618 127-165
1.618 127-020
1.000 126-250
0.618 126-195
HIGH 126-105
0.618 126-050
0.500 126-032
0.382 126-015
LOW 125-280
0.618 125-190
1.000 125-135
1.618 125-045
2.618 124-220
4.250 123-304
Fisher Pivots for day following 28-Jun-2017
Pivot 1 day 3 day
R1 126-054 126-125
PP 126-043 126-105
S1 126-032 126-085

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

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