ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 126-110 126-315 0-205 0.5% 126-205
High 127-080 127-020 -0-060 -0.1% 126-290
Low 126-105 126-190 0-085 0.2% 126-050
Close 126-295 126-205 -0-090 -0.2% 126-135
Range 0-295 0-150 -0-145 -49.2% 0-240
ATR 0-141 0-141 0-001 0.5% 0-000
Volume 2,442,293 1,271,460 -1,170,833 -47.9% 5,485,660
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-055 127-280 126-287
R3 127-225 127-130 126-246
R2 127-075 127-075 126-232
R1 126-300 126-300 126-219 126-272
PP 126-245 126-245 126-245 126-231
S1 126-150 126-150 126-191 126-123
S2 126-095 126-095 126-177
S3 125-265 126-000 126-164
S4 125-115 125-170 126-123
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-238 128-107 126-267
R3 127-318 127-187 126-201
R2 127-078 127-078 126-179
R1 126-267 126-267 126-157 126-213
PP 126-158 126-158 126-158 126-131
S1 126-027 126-027 126-113 125-293
S2 125-238 125-238 126-091
S3 124-318 125-107 126-069
S4 124-078 124-187 126-003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-080 126-050 1-030 0.9% 0-158 0.4% 44% False False 1,371,842
10 127-080 126-040 1-040 0.9% 0-146 0.4% 46% False False 1,282,768
20 127-080 125-145 1-255 1.4% 0-130 0.3% 66% False False 1,107,584
40 127-080 124-120 2-280 2.3% 0-136 0.3% 79% False False 560,756
60 127-080 123-235 3-165 2.8% 0-142 0.4% 83% False False 373,976
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-017
2.618 128-093
1.618 127-263
1.000 127-170
0.618 127-113
HIGH 127-020
0.618 126-283
0.500 126-265
0.382 126-247
LOW 126-190
0.618 126-097
1.000 126-040
1.618 125-267
2.618 125-117
4.250 124-193
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 126-265 126-230
PP 126-245 126-222
S1 126-225 126-213

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

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