ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 03-Jul-2017
Day Change Summary
Previous Current
30-Jun-2017 03-Jul-2017 Change Change % Previous Week
Open 125-265 125-165 -0-100 -0.2% 126-235
High 125-285 125-195 -0-090 -0.2% 126-290
Low 125-145 125-010 -0-135 -0.3% 125-145
Close 125-170 125-035 -0-135 -0.3% 125-170
Range 0-140 0-185 0-045 32.1% 1-145
ATR 0-139 0-142 0-003 2.4% 0-000
Volume 1,887,665 1,023,896 -863,769 -45.8% 8,074,207
Daily Pivots for day following 03-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-315 126-200 125-137
R3 126-130 126-015 125-086
R2 125-265 125-265 125-069
R1 125-150 125-150 125-052 125-115
PP 125-080 125-080 125-080 125-063
S1 124-285 124-285 125-018 124-250
S2 124-215 124-215 125-001
S3 124-030 124-100 124-304
S4 123-165 123-235 124-253
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 130-103 129-122 126-106
R3 128-278 127-297 125-298
R2 127-133 127-133 125-255
R1 126-152 126-152 125-213 126-070
PP 125-308 125-308 125-308 125-268
S1 125-007 125-007 125-127 124-245
S2 124-163 124-163 125-085
S3 123-018 123-182 125-042
S4 121-193 122-037 124-234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-270 125-010 1-260 1.4% 0-180 0.4% 4% False True 1,651,299
10 126-290 125-010 1-280 1.5% 0-136 0.3% 4% False True 1,282,210
20 127-080 125-010 2-070 1.8% 0-139 0.3% 4% False True 1,265,727
40 127-080 124-120 2-280 2.3% 0-136 0.3% 26% False False 930,621
60 127-080 124-090 2-310 2.4% 0-144 0.4% 28% False False 621,406
80 127-080 122-020 5-060 4.1% 0-137 0.3% 59% False False 466,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-021
2.618 127-039
1.618 126-174
1.000 126-060
0.618 125-309
HIGH 125-195
0.618 125-124
0.500 125-103
0.382 125-081
LOW 125-010
0.618 124-216
1.000 124-145
1.618 124-031
2.618 123-166
4.250 122-184
Fisher Pivots for day following 03-Jul-2017
Pivot 1 day 3 day
R1 125-103 125-203
PP 125-080 125-147
S1 125-058 125-091

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

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