ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 127-000 126-210 -0-110 -0.3% 126-180
High 127-030 126-295 -0-055 -0.1% 127-175
Low 126-190 126-180 -0-010 0.0% 126-145
Close 126-210 126-295 0-085 0.2% 126-295
Range 0-160 0-115 -0-045 -28.1% 1-030
ATR 0-138 0-137 -0-002 -1.2% 0-000
Volume 8,631 7,918 -713 -8.3% 43,090
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-282 127-243 127-038
R3 127-167 127-128 127-007
R2 127-052 127-052 126-316
R1 127-013 127-013 126-306 127-033
PP 126-257 126-257 126-257 126-266
S1 126-218 126-218 126-284 126-238
S2 126-142 126-142 126-274
S3 126-027 126-103 126-263
S4 125-232 125-308 126-232
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
5 127-175 126-180 0-315 0.8% 0-167 0.4% 37% False True 8,650
10 127-175 126-135 1-040 0.9% 0-133 0.3% 44% False False 10,951
20 127-175 125-245 1-250 1.4% 0-127 0.3% 65% False False 537,445
40 127-175 124-230 2-265 2.2% 0-135 0.3% 78% False False 936,173
60 127-175 124-065 3-110 2.6% 0-150 0.4% 81% False False 1,059,226
80 127-175 122-205 4-290 3.9% 0-153 0.4% 87% False False 1,118,467
100 127-175 122-205 4-290 3.9% 0-154 0.4% 87% False False 956,384
120 127-175 122-205 4-290 3.9% 0-159 0.4% 87% False False 797,319
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-144
2.618 127-276
1.618 127-161
1.000 127-090
0.618 127-046
HIGH 126-295
0.618 126-251
0.500 126-238
0.382 126-224
LOW 126-180
0.618 126-109
1.000 126-065
1.618 125-314
2.618 125-199
4.250 125-011
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 126-276 126-285
PP 126-257 126-275
S1 126-238 126-265

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

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