ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 18-Apr-2017
Day Change Summary
Previous Current
17-Apr-2017 18-Apr-2017 Change Change % Previous Week
Open 126-075 125-280 -0-115 -0.3% 124-245
High 126-130 126-200 0-070 0.2% 126-080
Low 125-260 125-260 0-000 0.0% 124-200
Close 125-290 126-165 0-195 0.5% 126-025
Range 0-190 0-260 0-070 36.8% 1-200
ATR 0-183 0-188 0-006 3.0% 0-000
Volume 804,493 1,436,201 631,708 78.5% 5,132,691
Daily Pivots for day following 18-Apr-2017
Classic Woodie Camarilla DeMark
R4 128-242 128-143 126-308
R3 127-302 127-203 126-236
R2 127-042 127-042 126-213
R1 126-263 126-263 126-189 126-312
PP 126-102 126-102 126-102 126-126
S1 126-003 126-003 126-141 126-052
S2 125-162 125-162 126-117
S3 124-222 125-063 126-093
S4 123-282 124-123 126-022
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 130-168 129-297 126-311
R3 128-288 128-097 126-168
R2 127-088 127-088 126-120
R1 126-217 126-217 126-073 126-312
PP 125-208 125-208 125-208 125-256
S1 125-017 125-017 125-297 125-112
S2 124-008 124-008 125-250
S3 122-128 123-137 125-202
S4 120-248 121-257 125-059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-200 124-280 1-240 1.4% 0-207 0.5% 94% True False 1,285,132
10 126-200 124-200 2-000 1.6% 0-195 0.5% 95% True False 1,326,698
20 126-200 123-245 2-275 2.3% 0-176 0.4% 96% True False 1,355,685
40 126-200 122-205 3-315 3.1% 0-171 0.4% 97% True False 1,314,354
60 126-200 122-205 3-315 3.1% 0-170 0.4% 97% True False 886,879
80 126-200 122-180 4-020 3.2% 0-163 0.4% 97% True False 665,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 130-025
2.618 128-241
1.618 127-301
1.000 127-140
0.618 127-041
HIGH 126-200
0.618 126-101
0.500 126-070
0.382 126-039
LOW 125-260
0.618 125-099
1.000 125-000
1.618 124-159
2.618 123-219
4.250 122-115
Fisher Pivots for day following 18-Apr-2017
Pivot 1 day 3 day
R1 126-133 126-130
PP 126-102 126-095
S1 126-070 126-060

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

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