ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 125-085 125-035 -0-050 -0.1% 124-250
High 125-100 125-130 0-030 0.1% 125-085
Low 125-010 124-310 -0-020 0.0% 124-120
Close 125-045 125-070 0-025 0.1% 125-045
Range 0-090 0-140 0-050 55.6% 0-285
ATR 0-144 0-144 0-000 -0.2% 0-000
Volume 22,400 39,987 17,587 78.5% 68,025
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 126-163 126-097 125-147
R3 126-023 125-277 125-109
R2 125-203 125-203 125-096
R1 125-137 125-137 125-083 125-170
PP 125-063 125-063 125-063 125-080
S1 124-317 124-317 125-057 125-030
S2 124-243 124-243 125-044
S3 124-103 124-177 125-032
S4 123-283 124-037 124-313
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 127-192 127-083 125-202
R3 126-227 126-118 125-123
R2 125-262 125-262 125-097
R1 125-153 125-153 125-071 125-207
PP 124-297 124-297 124-297 125-004
S1 124-188 124-188 125-019 124-242
S2 124-012 124-012 124-313
S3 123-047 123-223 124-287
S4 122-082 122-258 124-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-130 124-120 1-010 0.8% 0-128 0.3% 82% True False 20,284
10 125-150 124-120 1-030 0.9% 0-125 0.3% 77% False False 14,705
20 126-080 124-120 1-280 1.5% 0-135 0.3% 45% False False 9,206
40 126-100 123-050 3-050 2.5% 0-146 0.4% 65% False False 4,806
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 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-085
2.618 126-177
1.618 126-037
1.000 125-270
0.618 125-217
HIGH 125-130
0.618 125-077
0.500 125-060
0.382 125-043
LOW 124-310
0.618 124-223
1.000 124-170
1.618 124-083
2.618 123-263
4.250 123-035
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 125-067 125-051
PP 125-063 125-032
S1 125-060 125-013

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

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