ECBOT 10 Year T-Note Future December 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 125-060 125-010 -0-050 -0.1% 126-185
High 125-170 125-075 -0-095 -0.2% 126-185
Low 125-045 124-220 -0-145 -0.4% 125-045
Close 125-060 124-240 -0-140 -0.3% 125-060
Range 0-125 0-175 0-050 40.0% 1-140
ATR 0-111 0-116 0-005 4.1% 0-000
Volume 216 66 -150 -69.4% 2,673
Daily Pivots for day following 03-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-170 126-060 125-016
R3 125-315 125-205 124-288
R2 125-140 125-140 124-272
R1 125-030 125-030 124-256 124-318
PP 124-285 124-285 124-285 124-269
S1 124-175 124-175 124-224 124-142
S2 124-110 124-110 124-208
S3 123-255 124-000 124-192
S4 123-080 123-145 124-144
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 129-303 129-002 125-313
R3 128-163 127-182 125-186
R2 127-023 127-023 125-144
R1 126-042 126-042 125-102 125-282
PP 125-203 125-203 125-203 125-164
S1 124-222 124-222 125-018 124-142
S2 124-063 124-063 124-296
S3 122-243 123-082 124-254
S4 121-103 121-262 124-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-165 124-220 1-265 1.5% 0-140 0.4% 3% False True 546
10 126-185 124-220 1-285 1.5% 0-109 0.3% 3% False True 448
20 126-245 124-220 2-025 1.7% 0-094 0.2% 3% False True 239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-179
2.618 126-213
1.618 126-038
1.000 125-250
0.618 125-183
HIGH 125-075
0.618 125-008
0.500 124-308
0.382 124-287
LOW 124-220
0.618 124-112
1.000 124-045
1.618 123-257
2.618 123-082
4.250 122-116
Fisher Pivots for day following 03-Jul-2017
Pivot 1 day 3 day
R1 124-308 125-042
PP 124-285 125-002
S1 124-263 124-281

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

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