ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 19-May-2017
Day Change Summary
Previous Current
18-May-2017 19-May-2017 Change Change % Previous Week
Open 126-140 126-090 -0-050 -0.1% 125-170
High 126-230 126-115 -0-115 -0.3% 126-230
Low 126-050 126-015 -0-035 -0.1% 125-090
Close 126-090 126-060 -0-030 -0.1% 126-060
Range 0-180 0-100 -0-080 -44.4% 1-140
ATR 0-165 0-160 -0-005 -2.8% 0-000
Volume 2,330,748 1,226,277 -1,104,471 -47.4% 8,202,018
Daily Pivots for day following 19-May-2017
Classic Woodie Camarilla DeMark
R4 127-043 126-312 126-115
R3 126-263 126-212 126-088
R2 126-163 126-163 126-078
R1 126-112 126-112 126-069 126-088
PP 126-063 126-063 126-063 126-051
S1 126-012 126-012 126-051 125-308
S2 125-283 125-283 126-042
S3 125-183 125-232 126-032
S4 125-083 125-132 126-005
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 130-120 129-230 126-313
R3 128-300 128-090 126-186
R2 127-160 127-160 126-144
R1 126-270 126-270 126-102 127-055
PP 126-020 126-020 126-020 126-073
S1 125-130 125-130 126-018 125-235
S2 124-200 124-200 125-296
S3 123-060 123-310 125-254
S4 121-240 122-170 125-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-230 125-090 1-140 1.1% 0-161 0.4% 63% False False 1,640,403
10 126-230 124-230 2-000 1.6% 0-148 0.4% 73% False False 1,432,222
20 126-230 124-230 2-000 1.6% 0-150 0.4% 73% False False 1,363,001
40 126-230 124-065 2-165 2.0% 0-162 0.4% 79% False False 1,320,576
60 126-230 122-205 4-025 3.2% 0-164 0.4% 87% False False 1,324,106
80 126-230 122-205 4-025 3.2% 0-162 0.4% 87% False False 1,048,920
100 126-230 122-180 4-050 3.3% 0-165 0.4% 87% False False 839,433
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-220
2.618 127-057
1.618 126-277
1.000 126-215
0.618 126-177
HIGH 126-115
0.618 126-077
0.500 126-065
0.382 126-053
LOW 126-015
0.618 125-273
1.000 125-235
1.618 125-173
2.618 125-073
4.250 124-230
Fisher Pivots for day following 19-May-2017
Pivot 1 day 3 day
R1 126-065 126-054
PP 126-063 126-048
S1 126-062 126-043

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

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