ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 126-265 127-000 0-055 0.1% 126-180
High 127-020 127-030 0-010 0.0% 127-175
Low 126-230 126-190 -0-040 -0.1% 126-145
Close 126-295 126-210 -0-085 -0.2% 126-295
Range 0-110 0-160 0-050 45.5% 1-030
ATR 0-137 0-138 0-002 1.2% 0-000
Volume 7,023 8,631 1,608 22.9% 43,090
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-090 127-310 126-298
R3 127-250 127-150 126-254
R2 127-090 127-090 126-239
R1 126-310 126-310 126-225 126-280
PP 126-250 126-250 126-250 126-235
S1 126-150 126-150 126-195 126-120
S2 126-090 126-090 126-181
S3 125-250 125-310 126-166
S4 125-090 125-150 126-122
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% 0-156 0.4% 19% False False 8,750
10 127-175 126-135 1-040 0.9% 0-134 0.3% 21% False False 13,596
20 127-175 125-245 1-250 1.4% 0-125 0.3% 50% False False 586,351
40 127-175 124-230 2-265 2.2% 0-137 0.3% 69% False False 974,676
60 127-175 124-065 3-110 2.6% 0-150 0.4% 73% False False 1,075,834
80 127-175 122-205 4-290 3.9% 0-154 0.4% 82% False False 1,139,667
100 127-175 122-205 4-290 3.9% 0-155 0.4% 82% False False 956,406
120 127-175 122-180 4-315 3.9% 0-158 0.4% 82% False False 797,253
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 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-070
2.618 128-129
1.618 127-289
1.000 127-190
0.618 127-129
HIGH 127-030
0.618 126-289
0.500 126-270
0.382 126-251
LOW 126-190
0.618 126-091
1.000 126-030
1.618 125-251
2.618 125-091
4.250 124-150
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 126-270 126-293
PP 126-250 126-265
S1 126-230 126-238

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

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