ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 07-Jun-2017
Day Change Summary
Previous Current
06-Jun-2017 07-Jun-2017 Change Change % Previous Week
Open 126-240 127-005 0-085 0.2% 126-055
High 127-045 127-010 -0-035 -0.1% 127-010
Low 126-230 126-240 0-010 0.0% 126-015
Close 127-005 126-250 -0-075 -0.2% 126-285
Range 0-135 0-090 -0-045 -33.3% 0-315
ATR 0-138 0-135 -0-003 -2.5% 0-000
Volume 34,371 21,734 -12,637 -36.8% 2,243,010
Daily Pivots for day following 07-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-223 127-167 126-300
R3 127-133 127-077 126-275
R2 127-043 127-043 126-267
R1 126-307 126-307 126-258 126-290
PP 126-273 126-273 126-273 126-265
S1 126-217 126-217 126-242 126-200
S2 126-183 126-183 126-234
S3 126-093 126-127 126-225
S4 126-003 126-037 126-201
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 129-195 129-075 127-138
R3 128-200 128-080 127-052
R2 127-205 127-205 127-023
R1 127-085 127-085 126-314 127-145
PP 126-210 126-210 126-210 126-240
S1 126-090 126-090 126-256 126-150
S2 125-215 125-215 126-227
S3 124-220 125-095 126-198
S4 123-225 124-100 126-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-045 126-075 0-290 0.7% 0-121 0.3% 60% False False 48,602
10 127-045 125-245 1-120 1.1% 0-114 0.3% 74% False False 898,626
20 127-045 124-230 2-135 1.9% 0-130 0.3% 85% False False 1,185,027
40 127-045 124-230 2-135 1.9% 0-146 0.4% 85% False False 1,219,595
60 127-045 122-205 4-160 3.5% 0-154 0.4% 92% False False 1,247,168
80 127-045 122-205 4-160 3.5% 0-156 0.4% 92% False False 1,192,336
100 127-045 122-205 4-160 3.5% 0-162 0.4% 92% False False 955,806
120 127-045 122-000 5-045 4.1% 0-151 0.4% 93% False False 796,587
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-073
2.618 127-246
1.618 127-156
1.000 127-100
0.618 127-066
HIGH 127-010
0.618 126-296
0.500 126-285
0.382 126-274
LOW 126-240
0.618 126-184
1.000 126-150
1.618 126-094
2.618 126-004
4.250 125-177
Fisher Pivots for day following 07-Jun-2017
Pivot 1 day 3 day
R1 126-285 126-288
PP 126-273 126-275
S1 126-262 126-263

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

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