ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 125-280 126-050 0-090 0.2% 125-305
High 126-065 126-100 0-035 0.1% 126-025
Low 125-240 125-315 0-075 0.2% 125-145
Close 126-050 126-095 0-045 0.1% 125-285
Range 0-145 0-105 -0-040 -27.6% 0-200
ATR 0-138 0-135 -0-002 -1.7% 0-000
Volume 1,544,351 1,500,761 -43,590 -2.8% 4,859,871
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 127-058 127-022 126-153
R3 126-273 126-237 126-124
R2 126-168 126-168 126-114
R1 126-132 126-132 126-105 126-150
PP 126-063 126-063 126-063 126-073
S1 126-027 126-027 126-085 126-045
S2 125-278 125-278 126-076
S3 125-173 125-242 126-066
S4 125-068 125-137 126-037
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 127-218 127-132 126-075
R3 127-018 126-252 126-020
R2 126-138 126-138 126-002
R1 126-052 126-052 125-303 125-315
PP 125-258 125-258 125-258 125-230
S1 125-172 125-172 125-267 125-115
S2 125-058 125-058 125-248
S3 124-178 124-292 125-230
S4 123-298 124-092 125-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-100 125-145 0-275 0.7% 0-109 0.3% 98% True False 1,408,530
10 126-130 125-075 1-055 0.9% 0-134 0.3% 91% False False 823,395
20 126-130 124-120 2-010 1.6% 0-130 0.3% 95% False False 419,050
40 126-130 124-090 2-040 1.7% 0-146 0.4% 95% False False 210,634
60 126-130 122-020 4-110 3.4% 0-130 0.3% 97% False False 140,443
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-226
2.618 127-055
1.618 126-270
1.000 126-205
0.618 126-165
HIGH 126-100
0.618 126-060
0.500 126-048
0.382 126-035
LOW 125-315
0.618 125-250
1.000 125-210
1.618 125-145
2.618 125-040
4.250 124-189
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 126-079 126-067
PP 126-063 126-038
S1 126-048 126-010

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

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