ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 126-210 126-195 -0-015 0.0% 126-130
High 126-255 126-260 0-005 0.0% 127-080
Low 126-160 126-185 0-025 0.1% 126-060
Close 126-215 126-215 0-000 0.0% 126-240
Range 0-095 0-075 -0-020 -21.1% 1-020
ATR 0-137 0-133 -0-004 -3.2% 0-000
Volume 1,028,869 884,620 -144,249 -14.0% 6,789,441
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-125 127-085 126-256
R3 127-050 127-010 126-236
R2 126-295 126-295 126-229
R1 126-255 126-255 126-222 126-275
PP 126-220 126-220 126-220 126-230
S1 126-180 126-180 126-208 126-200
S2 126-145 126-145 126-201
S3 126-070 126-105 126-194
S4 125-315 126-030 126-174
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
5 126-290 126-115 0-175 0.4% 0-116 0.3% 57% False False 1,007,141
10 127-080 126-050 1-030 0.9% 0-137 0.3% 47% False False 1,189,492
20 127-080 125-240 1-160 1.2% 0-126 0.3% 61% False False 1,247,284
40 127-080 124-120 2-280 2.3% 0-131 0.3% 80% False False 686,091
60 127-080 123-235 3-165 2.8% 0-143 0.4% 84% False False 457,902
80 127-080 122-020 5-060 4.1% 0-125 0.3% 89% False False 343,435
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127-259
2.618 127-136
1.618 127-061
1.000 127-015
0.618 126-306
HIGH 126-260
0.618 126-231
0.500 126-222
0.382 126-214
LOW 126-185
0.618 126-139
1.000 126-110
1.618 126-064
2.618 125-309
4.250 125-186
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 126-222 126-206
PP 126-220 126-197
S1 126-218 126-188

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

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