ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 02-May-2017
Day Change Summary
Previous Current
01-May-2017 02-May-2017 Change Change % Previous Week
Open 125-230 125-170 -0-060 -0.1% 125-150
High 125-255 125-260 0-005 0.0% 125-275
Low 125-105 125-110 0-005 0.0% 125-065
Close 125-150 125-225 0-075 0.2% 125-230
Range 0-150 0-150 0-000 0.0% 0-210
ATR 0-174 0-172 -0-002 -1.0% 0-000
Volume 948,935 997,048 48,113 5.1% 7,255,255
Daily Pivots for day following 02-May-2017
Classic Woodie Camarilla DeMark
R4 127-008 126-267 125-307
R3 126-178 126-117 125-266
R2 126-028 126-028 125-252
R1 125-287 125-287 125-239 125-317
PP 125-198 125-198 125-198 125-214
S1 125-137 125-137 125-211 125-168
S2 125-048 125-048 125-197
S3 124-218 124-307 125-184
S4 124-068 124-157 125-143
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
5 125-260 125-070 0-190 0.5% 0-138 0.3% 82% True False 1,307,244
10 126-190 125-065 1-125 1.1% 0-154 0.4% 36% False False 1,265,218
20 126-200 124-200 2-000 1.6% 0-174 0.4% 54% False False 1,295,958
40 126-200 122-205 3-315 3.2% 0-168 0.4% 77% False False 1,285,827
60 126-200 122-205 3-315 3.2% 0-166 0.4% 77% False False 1,096,698
80 126-200 122-205 3-315 3.2% 0-172 0.4% 77% False False 823,536
100 126-200 122-000 4-200 3.7% 0-148 0.4% 80% False False 658,845
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-257
2.618 127-013
1.618 126-183
1.000 126-090
0.618 126-033
HIGH 125-260
0.618 125-203
0.500 125-185
0.382 125-167
LOW 125-110
0.618 125-017
1.000 124-280
1.618 124-187
2.618 124-037
4.250 123-113
Fisher Pivots for day following 02-May-2017
Pivot 1 day 3 day
R1 125-212 125-208
PP 125-198 125-192
S1 125-185 125-175

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

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