ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 126-210 126-280 0-070 0.2% 126-180
High 126-295 126-315 0-020 0.0% 127-175
Low 126-180 126-215 0-035 0.1% 126-145
Close 126-295 126-270 -0-025 -0.1% 126-295
Range 0-115 0-100 -0-015 -13.0% 1-030
ATR 0-137 0-134 -0-003 -1.9% 0-000
Volume 7,918 4,378 -3,540 -44.7% 43,090
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-247 127-198 127-005
R3 127-147 127-098 126-298
R2 127-047 127-047 126-288
R1 126-318 126-318 126-279 126-293
PP 126-267 126-267 126-267 126-254
S1 126-218 126-218 126-261 126-193
S2 126-167 126-167 126-252
S3 126-067 126-118 126-243
S4 125-287 126-018 126-215
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
5 127-075 126-180 0-215 0.5% 0-124 0.3% 42% False False 7,503
10 127-175 126-135 1-040 0.9% 0-134 0.3% 38% False False 9,215
20 127-175 125-245 1-250 1.4% 0-124 0.3% 61% False False 453,920
40 127-175 124-230 2-265 2.2% 0-133 0.3% 75% False False 908,358
60 127-175 124-065 3-110 2.6% 0-149 0.4% 79% False False 1,040,232
80 127-175 122-205 4-290 3.9% 0-152 0.4% 86% False False 1,104,324
100 127-175 122-205 4-290 3.9% 0-154 0.4% 86% False False 956,410
120 127-175 122-205 4-290 3.9% 0-159 0.4% 86% False False 797,355
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-022
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-100
2.618 127-257
1.618 127-157
1.000 127-095
0.618 127-057
HIGH 126-315
0.618 126-277
0.500 126-265
0.382 126-253
LOW 126-215
0.618 126-153
1.000 126-115
1.618 126-053
2.618 125-273
4.250 125-110
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 126-268 126-268
PP 126-267 126-267
S1 126-265 126-265

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

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