ECBOT 10 Year T-Note Future December 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 126-020 126-160 0-140 0.3% 125-305
High 126-140 126-180 0-040 0.1% 126-245
Low 126-020 126-075 0-055 0.1% 125-305
Close 126-140 126-120 -0-020 0.0% 126-140
Range 0-120 0-105 -0-015 -12.5% 0-260
ATR 0-104 0-104 0-000 0.1% 0-000
Volume 1,622 23 -1,599 -98.6% 61
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-120 127-065 126-178
R3 127-015 126-280 126-149
R2 126-230 126-230 126-139
R1 126-175 126-175 126-130 126-150
PP 126-125 126-125 126-125 126-113
S1 126-070 126-070 126-110 126-045
S2 126-020 126-020 126-101
S3 125-235 125-285 126-091
S4 125-130 125-180 126-062
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-263 128-142 126-283
R3 128-003 127-202 126-212
R2 127-063 127-063 126-188
R1 126-262 126-262 126-164 127-002
PP 126-123 126-123 126-123 126-154
S1 126-002 126-002 126-116 126-062
S2 125-183 125-183 126-092
S3 124-243 125-062 126-068
S4 123-303 124-122 125-317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-245 126-015 0-230 0.6% 0-117 0.3% 46% False False 385
10 126-245 125-235 1-010 0.8% 0-078 0.2% 62% False False 194
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 True
Stretch 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-306
2.618 127-135
1.618 127-030
1.000 126-285
0.618 126-245
HIGH 126-180
0.618 126-140
0.500 126-128
0.382 126-115
LOW 126-075
0.618 126-010
1.000 125-290
1.618 125-225
2.618 125-120
4.250 124-269
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 126-128 126-113
PP 126-125 126-105
S1 126-123 126-098

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

View Archives - Comment on this page... - Back to Index of Symbols