ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 23-May-2017
Day Change Summary
Previous Current
22-May-2017 23-May-2017 Change Change % Previous Week
Open 126-075 126-030 -0-045 -0.1% 125-170
High 126-085 126-110 0-025 0.1% 126-230
Low 126-015 125-260 -0-075 -0.2% 125-090
Close 126-040 125-275 -0-085 -0.2% 126-060
Range 0-070 0-170 0-100 142.9% 1-140
ATR 0-154 0-155 0-001 0.8% 0-000
Volume 986,022 1,674,877 688,855 69.9% 8,202,018
Daily Pivots for day following 23-May-2017
Classic Woodie Camarilla DeMark
R4 127-192 127-083 126-049
R3 127-022 126-233 126-002
R2 126-172 126-172 125-306
R1 126-063 126-063 125-291 126-033
PP 126-002 126-002 126-002 125-306
S1 125-213 125-213 125-259 125-182
S2 125-152 125-152 125-244
S3 124-302 125-043 125-228
S4 124-132 124-193 125-181
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
5 126-230 125-175 1-055 0.9% 0-162 0.4% 27% False False 1,729,294
10 126-230 124-230 2-000 1.6% 0-147 0.4% 57% False False 1,471,429
20 126-230 124-230 2-000 1.6% 0-142 0.4% 57% False False 1,362,795
40 126-230 124-065 2-165 2.0% 0-161 0.4% 66% False False 1,333,387
60 126-230 122-205 4-025 3.2% 0-161 0.4% 79% False False 1,321,125
80 126-230 122-205 4-025 3.2% 0-162 0.4% 79% False False 1,082,033
100 126-230 122-205 4-025 3.2% 0-166 0.4% 79% False False 866,042
120 126-230 122-000 4-230 3.7% 0-141 0.4% 82% False False 721,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-193
2.618 127-235
1.618 127-065
1.000 126-280
0.618 126-215
HIGH 126-110
0.618 126-045
0.500 126-025
0.382 126-005
LOW 125-260
0.618 125-155
1.000 125-090
1.618 124-305
2.618 124-135
4.250 123-177
Fisher Pivots for day following 23-May-2017
Pivot 1 day 3 day
R1 126-025 126-028
PP 126-002 126-003
S1 125-298 125-299

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

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