ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 16-Jun-2017
Day Change Summary
Previous Current
15-Jun-2017 16-Jun-2017 Change Change % Previous Week
Open 127-075 126-265 -0-130 -0.3% 126-180
High 127-075 127-020 -0-055 -0.1% 127-175
Low 126-260 126-230 -0-030 -0.1% 126-145
Close 126-270 126-295 0-025 0.1% 126-295
Range 0-135 0-110 -0-025 -18.5% 1-030
ATR 0-139 0-137 -0-002 -1.5% 0-000
Volume 9,569 7,023 -2,546 -26.6% 43,090
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-298 127-247 127-035
R3 127-188 127-137 127-005
R2 127-078 127-078 126-315
R1 127-027 127-027 126-305 127-052
PP 126-288 126-288 126-288 126-301
S1 126-237 126-237 126-285 126-263
S2 126-178 126-178 126-275
S3 126-068 126-127 126-265
S4 125-278 126-017 126-235
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 130-082 129-218 127-168
R3 129-052 128-188 127-071
R2 128-022 128-022 127-039
R1 127-158 127-158 127-007 127-250
PP 126-312 126-312 126-312 127-038
S1 126-128 126-128 126-263 126-220
S2 125-282 125-282 126-231
S3 124-252 125-098 126-199
S4 123-222 124-068 126-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-175 126-145 1-030 0.9% 0-141 0.3% 43% False False 8,618
10 127-175 126-135 1-040 0.9% 0-127 0.3% 44% False False 15,361
20 127-175 125-245 1-250 1.4% 0-122 0.3% 65% False False 647,233
40 127-175 124-230 2-265 2.2% 0-136 0.3% 78% False False 1,000,623
60 127-175 124-060 3-115 2.6% 0-150 0.4% 81% False False 1,101,246
80 127-175 122-205 4-290 3.9% 0-154 0.4% 87% False False 1,169,038
100 127-175 122-205 4-290 3.9% 0-155 0.4% 87% False False 956,383
120 127-175 122-180 4-315 3.9% 0-157 0.4% 87% False False 797,181
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-167
2.618 127-308
1.618 127-198
1.000 127-130
0.618 127-088
HIGH 127-020
0.618 126-298
0.500 126-285
0.382 126-272
LOW 126-230
0.618 126-162
1.000 126-120
1.618 126-052
2.618 125-262
4.250 125-083
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 126-292 127-018
PP 126-288 127-003
S1 126-285 126-309

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

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