ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 26-Jun-2017
Day Change Summary
Previous Current
23-Jun-2017 26-Jun-2017 Change Change % Previous Week
Open 126-220 126-235 0-015 0.0% 126-250
High 126-245 126-290 0-045 0.1% 126-290
Low 126-180 126-190 0-010 0.0% 126-115
Close 126-235 126-250 0-015 0.0% 126-235
Range 0-065 0-100 0-035 53.9% 0-175
ATR 0-128 0-126 -0-002 -1.6% 0-000
Volume 714,183 841,606 127,423 17.8% 4,729,772
Daily Pivots for day following 26-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-223 127-177 126-305
R3 127-123 127-077 126-278
R2 127-023 127-023 126-268
R1 126-297 126-297 126-259 127-000
PP 126-243 126-243 126-243 126-255
S1 126-197 126-197 126-241 126-220
S2 126-143 126-143 126-232
S3 126-043 126-097 126-223
S4 125-263 125-317 126-195
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-098 128-022 127-011
R3 127-243 127-167 126-283
R2 127-068 127-068 126-267
R1 126-312 126-312 126-251 126-263
PP 126-213 126-213 126-213 126-189
S1 126-137 126-137 126-219 126-088
S2 126-038 126-038 126-203
S3 125-183 125-282 126-187
S4 125-008 125-107 126-139
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% 0-093 0.2% 77% True False 913,121
10 127-080 126-060 1-020 0.8% 0-126 0.3% 56% False False 1,128,785
20 127-080 125-240 1-160 1.2% 0-127 0.3% 69% False False 1,182,456
40 127-080 124-120 2-280 2.3% 0-129 0.3% 84% False False 724,814
60 127-080 123-250 3-150 2.7% 0-142 0.3% 86% False False 483,832
80 127-080 122-020 5-060 4.1% 0-126 0.3% 91% False False 362,882
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-075
2.618 127-232
1.618 127-132
1.000 127-070
0.618 127-032
HIGH 126-290
0.618 126-252
0.500 126-240
0.382 126-228
LOW 126-190
0.618 126-128
1.000 126-090
1.618 126-028
2.618 125-248
4.250 125-085
Fisher Pivots for day following 26-Jun-2017
Pivot 1 day 3 day
R1 126-247 126-245
PP 126-243 126-240
S1 126-240 126-235

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

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