ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 09-Jun-2017
Day Change Summary
Previous Current
08-Jun-2017 09-Jun-2017 Change Change % Previous Week
Open 126-245 126-270 0-025 0.1% 126-275
High 126-255 126-290 0-035 0.1% 127-045
Low 126-155 126-135 -0-020 0.0% 126-135
Close 126-225 126-210 -0-015 0.0% 126-210
Range 0-100 0-155 0-055 55.0% 0-230
ATR 0-132 0-134 0-002 1.2% 0-000
Volume 12,186 15,954 3,768 30.9% 110,520
Daily Pivots for day following 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-037 127-278 126-295
R3 127-202 127-123 126-253
R2 127-047 127-047 126-238
R1 126-288 126-288 126-224 126-250
PP 126-212 126-212 126-212 126-193
S1 126-133 126-133 126-196 126-095
S2 126-057 126-057 126-182
S3 125-222 125-298 126-167
S4 125-067 125-143 126-125
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-287 128-158 127-017
R3 128-057 127-248 126-273
R2 127-147 127-147 126-252
R1 127-018 127-018 126-231 126-288
PP 126-237 126-237 126-237 126-211
S1 126-108 126-108 126-189 126-058
S2 126-007 126-007 126-168
S3 125-097 125-198 126-147
S4 124-187 124-288 126-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-045 126-135 0-230 0.6% 0-114 0.3% 33% False True 22,104
10 127-045 126-015 1-030 0.9% 0-118 0.3% 56% False False 427,578
20 127-045 124-315 2-050 1.7% 0-131 0.3% 78% False False 1,063,627
40 127-045 124-230 2-135 1.9% 0-142 0.4% 80% False False 1,148,908
60 127-045 123-115 3-250 3.0% 0-151 0.4% 87% False False 1,205,932
80 127-045 122-205 4-160 3.6% 0-155 0.4% 89% False False 1,191,207
100 127-045 122-205 4-160 3.6% 0-159 0.4% 89% False False 956,071
120 127-045 122-000 5-045 4.1% 0-153 0.4% 91% False False 796,822
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-309
2.618 128-056
1.618 127-221
1.000 127-125
0.618 127-066
HIGH 126-290
0.618 126-231
0.500 126-213
0.382 126-194
LOW 126-135
0.618 126-039
1.000 125-300
1.618 125-204
2.618 125-049
4.250 124-116
Fisher Pivots for day following 09-Jun-2017
Pivot 1 day 3 day
R1 126-213 126-233
PP 126-212 126-225
S1 126-211 126-218

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

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