ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 126-080 126-055 -0-025 -0.1% 126-250
High 126-105 126-075 -0-030 -0.1% 126-290
Low 125-280 125-185 -0-095 -0.2% 126-115
Close 126-065 125-260 -0-125 -0.3% 126-235
Range 0-145 0-210 0-065 44.8% 0-175
ATR 0-133 0-139 0-005 4.1% 0-000
Volume 1,802,887 1,915,901 113,014 6.3% 4,729,772
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-270 127-155 126-056
R3 127-060 126-265 125-318
R2 126-170 126-170 125-299
R1 126-055 126-055 125-279 126-008
PP 125-280 125-280 125-280 125-256
S1 125-165 125-165 125-241 125-117
S2 125-070 125-070 125-221
S3 124-180 124-275 125-202
S4 123-290 124-065 125-144
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
5 126-290 125-185 1-105 1.1% 0-148 0.4% 18% False True 1,380,145
10 126-290 125-185 1-105 1.1% 0-132 0.3% 18% False True 1,193,643
20 127-080 125-185 1-215 1.3% 0-139 0.3% 14% False True 1,238,206
40 127-080 124-120 2-280 2.3% 0-134 0.3% 50% False False 858,128
60 127-080 124-090 2-310 2.4% 0-143 0.4% 52% False False 572,894
80 127-080 122-020 5-060 4.1% 0-133 0.3% 72% False False 429,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-008
2.618 127-305
1.618 127-095
1.000 126-285
0.618 126-205
HIGH 126-075
0.618 125-315
0.500 125-290
0.382 125-265
LOW 125-185
0.618 125-055
1.000 124-295
1.618 124-165
2.618 123-275
4.250 122-252
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 125-290 126-068
PP 125-280 126-025
S1 125-270 125-303

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

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