ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 01-May-2017
Day Change Summary
Previous Current
28-Apr-2017 01-May-2017 Change Change % Previous Week
Open 125-210 125-230 0-020 0.0% 125-150
High 125-240 125-255 0-015 0.0% 125-275
Low 125-090 125-105 0-015 0.0% 125-065
Close 125-230 125-150 -0-080 -0.2% 125-230
Range 0-150 0-150 0-000 0.0% 0-210
ATR 0-176 0-174 -0-002 -1.0% 0-000
Volume 1,666,787 948,935 -717,852 -43.1% 7,255,255
Daily Pivots for day following 01-May-2017
Classic Woodie Camarilla DeMark
R4 126-300 126-215 125-233
R3 126-150 126-065 125-191
R2 126-000 126-000 125-178
R1 125-235 125-235 125-164 125-203
PP 125-170 125-170 125-170 125-154
S1 125-085 125-085 125-136 125-052
S2 125-020 125-020 125-123
S3 124-190 124-255 125-109
S4 124-040 124-105 125-068
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 127-180 127-095 126-026
R3 126-290 126-205 125-288
R2 126-080 126-080 125-269
R1 125-315 125-315 125-249 126-038
PP 125-190 125-190 125-190 125-211
S1 125-105 125-105 125-211 125-148
S2 124-300 124-300 125-192
S3 124-090 124-215 125-172
S4 123-200 124-005 125-115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-275 125-070 0-205 0.5% 0-146 0.4% 39% False False 1,331,229
10 126-200 125-065 1-135 1.1% 0-165 0.4% 19% False False 1,309,134
20 126-200 124-160 2-040 1.7% 0-179 0.4% 46% False False 1,324,097
40 126-200 122-205 3-315 3.2% 0-167 0.4% 71% False False 1,284,094
60 126-200 122-205 3-315 3.2% 0-167 0.4% 71% False False 1,080,174
80 126-200 122-205 3-315 3.2% 0-173 0.4% 71% False False 811,092
100 126-200 122-000 4-200 3.7% 0-147 0.4% 75% False False 648,875
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-253
2.618 127-008
1.618 126-178
1.000 126-085
0.618 126-028
HIGH 125-255
0.618 125-198
0.500 125-180
0.382 125-162
LOW 125-105
0.618 125-012
1.000 124-275
1.618 124-182
2.618 124-032
4.250 123-107
Fisher Pivots for day following 01-May-2017
Pivot 1 day 3 day
R1 125-180 125-173
PP 125-170 125-165
S1 125-160 125-158

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

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