ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 125-270 125-175 -0-095 -0.2% 126-055
High 125-285 125-185 -0-100 -0.2% 126-180
Low 125-200 125-080 -0-120 -0.3% 126-015
Close 125-285 125-155 -0-130 -0.3% 126-140
Range 0-085 0-105 0-020 23.5% 0-165
ATR 0-103 0-110 0-007 7.1% 0-000
Volume 1,579 628 -951 -60.2% 1,981
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 126-135 126-090 125-213
R3 126-030 125-305 125-184
R2 125-245 125-245 125-174
R1 125-200 125-200 125-165 125-170
PP 125-140 125-140 125-140 125-125
S1 125-095 125-095 125-145 125-065
S2 125-035 125-035 125-136
S3 124-250 124-310 125-126
S4 124-145 124-205 125-097
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-287 127-218 126-231
R3 127-122 127-053 126-185
R2 126-277 126-277 126-170
R1 126-208 126-208 126-155 126-242
PP 126-112 126-112 126-112 126-129
S1 126-043 126-043 126-125 126-078
S2 125-267 125-267 126-110
S3 125-102 125-198 126-095
S4 124-257 125-033 126-049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-185 125-080 1-105 1.1% 0-103 0.3% 18% False True 492
10 126-185 125-080 1-105 1.1% 0-099 0.2% 18% False True 446
20 126-245 125-080 1-165 1.2% 0-084 0.2% 15% False True 225
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 0-011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-311
2.618 126-140
1.618 126-035
1.000 125-290
0.618 125-250
HIGH 125-185
0.618 125-145
0.500 125-132
0.382 125-120
LOW 125-080
0.618 125-015
1.000 124-295
1.618 124-230
2.618 124-125
4.250 123-274
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 125-148 125-282
PP 125-140 125-240
S1 125-132 125-198

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

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