ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 126-235 126-240 0-005 0.0% 126-250
High 126-290 126-270 -0-020 0.0% 126-290
Low 126-190 126-050 -0-140 -0.3% 126-115
Close 126-250 126-090 -0-160 -0.4% 126-235
Range 0-100 0-220 0-120 120.0% 0-175
ATR 0-126 0-133 0-007 5.3% 0-000
Volume 841,606 1,626,148 784,542 93.2% 4,729,772
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-157 128-023 126-211
R3 127-257 127-123 126-151
R2 127-037 127-037 126-130
R1 126-223 126-223 126-110 126-180
PP 126-137 126-137 126-137 126-115
S1 126-003 126-003 126-070 125-280
S2 125-237 125-237 126-050
S3 125-017 125-103 126-030
S4 124-117 124-203 125-289
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
5 126-290 126-050 0-240 0.6% 0-111 0.3% 17% False True 1,019,085
10 127-080 126-050 1-030 0.9% 0-141 0.3% 11% False True 1,193,139
20 127-080 125-305 1-095 1.0% 0-131 0.3% 25% False False 1,186,546
40 127-080 124-120 2-280 2.3% 0-131 0.3% 66% False False 765,440
60 127-080 124-010 3-070 2.5% 0-144 0.4% 70% False False 510,934
80 127-080 122-020 5-060 4.1% 0-129 0.3% 81% False False 383,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129-245
2.618 128-206
1.618 127-306
1.000 127-170
0.618 127-086
HIGH 126-270
0.618 126-186
0.500 126-160
0.382 126-134
LOW 126-050
0.618 125-234
1.000 125-150
1.618 125-014
2.618 124-114
4.250 123-075
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 126-160 126-170
PP 126-137 126-143
S1 126-113 126-117

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

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