ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 16-Jun-2017
Day Change Summary
Previous Current
15-Jun-2017 16-Jun-2017 Change Change % Previous Week
Open 126-315 126-205 -0-110 -0.3% 126-130
High 127-020 126-280 -0-060 -0.1% 127-080
Low 126-190 126-160 -0-030 -0.1% 126-060
Close 126-205 126-240 0-035 0.1% 126-240
Range 0-150 0-120 -0-030 -20.0% 1-020
ATR 0-141 0-140 -0-002 -1.1% 0-000
Volume 1,271,460 1,020,120 -251,340 -19.8% 6,789,441
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-267 127-213 126-306
R3 127-147 127-093 126-273
R2 127-027 127-027 126-262
R1 126-293 126-293 126-251 127-000
PP 126-227 126-227 126-227 126-240
S1 126-173 126-173 126-229 126-200
S2 126-107 126-107 126-218
S3 125-307 126-053 126-207
S4 125-187 125-253 126-174
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 129-293 129-127 127-107
R3 128-273 128-107 127-014
R2 127-253 127-253 126-302
R1 127-087 127-087 126-271 127-170
PP 126-233 126-233 126-233 126-275
S1 126-067 126-067 126-209 126-150
S2 125-213 125-213 126-178
S3 124-193 125-047 126-146
S4 123-173 124-027 126-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-080 126-060 1-020 0.8% 0-148 0.4% 53% False False 1,357,888
10 127-080 126-050 1-030 0.9% 0-136 0.3% 54% False False 1,227,510
20 127-080 125-145 1-255 1.4% 0-127 0.3% 72% False False 1,153,220
40 127-080 124-120 2-280 2.3% 0-135 0.3% 83% False False 586,228
60 127-080 123-235 3-165 2.8% 0-143 0.4% 86% False False 390,977
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 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-150
2.618 127-274
1.618 127-154
1.000 127-080
0.618 127-034
HIGH 126-280
0.618 126-234
0.500 126-220
0.382 126-206
LOW 126-160
0.618 126-086
1.000 126-040
1.618 125-286
2.618 125-166
4.250 124-290
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 126-233 126-252
PP 126-227 126-248
S1 126-220 126-244

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

View Archives - Comment on this page... - Back to Index of Symbols