ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 06-Jul-2017
Day Change Summary
Previous Current
05-Jul-2017 06-Jul-2017 Change Change % Previous Week
Open 124-300 124-300 0-000 0.0% 126-185
High 125-035 124-315 -0-040 -0.1% 126-185
Low 124-200 124-140 -0-060 -0.2% 125-045
Close 124-275 124-195 -0-080 -0.2% 125-060
Range 0-155 0-175 0-020 12.9% 1-140
ATR 0-118 0-123 0-004 3.4% 0-000
Volume 1,409 4,082 2,673 189.7% 2,673
Daily Pivots for day following 06-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-102 126-003 124-291
R3 125-247 125-148 124-243
R2 125-072 125-072 124-227
R1 124-293 124-293 124-211 124-255
PP 124-217 124-217 124-217 124-198
S1 124-118 124-118 124-179 124-080
S2 124-042 124-042 124-163
S3 123-187 123-263 124-147
S4 123-012 123-088 124-099
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
5 125-185 124-140 1-045 0.9% 0-147 0.4% 15% False True 1,280
10 126-185 124-140 2-045 1.7% 0-120 0.3% 8% False True 833
20 126-245 124-140 2-105 1.9% 0-099 0.2% 7% False True 513
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-099
2.618 126-133
1.618 125-278
1.000 125-170
0.618 125-103
HIGH 124-315
0.618 124-248
0.500 124-228
0.382 124-207
LOW 124-140
0.618 124-032
1.000 123-285
1.618 123-177
2.618 123-002
4.250 122-036
Fisher Pivots for day following 06-Jul-2017
Pivot 1 day 3 day
R1 124-228 124-268
PP 124-217 124-243
S1 124-206 124-219

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

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