ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 06-Jul-2017
Day Change Summary
Previous Current
05-Jul-2017 06-Jul-2017 Change Change % Previous Week
Open 125-030 125-100 0-070 0.2% 126-235
High 125-160 125-110 -0-050 -0.1% 126-290
Low 124-315 124-255 -0-060 -0.2% 125-145
Close 125-070 124-315 -0-075 -0.2% 125-170
Range 0-165 0-175 0-010 6.1% 1-145
ATR 0-144 0-146 0-002 1.5% 0-000
Volume 1,649,926 1,567,162 -82,764 -5.0% 8,074,207
Daily Pivots for day following 06-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-218 126-122 125-091
R3 126-043 125-267 125-043
R2 125-188 125-188 125-027
R1 125-092 125-092 125-011 125-053
PP 125-013 125-013 125-013 124-314
S1 124-237 124-237 124-299 124-198
S2 124-158 124-158 124-283
S3 123-303 124-062 124-267
S4 123-128 123-207 124-219
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 130-103 129-122 126-106
R3 128-278 127-297 125-298
R2 127-133 127-133 125-255
R1 126-152 126-152 125-213 126-070
PP 125-308 125-308 125-308 125-268
S1 125-007 125-007 125-127 124-245
S2 124-163 124-163 125-085
S3 123-018 123-182 125-042
S4 121-193 122-037 124-234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-075 124-255 1-140 1.2% 0-175 0.4% 13% False True 1,608,910
10 126-290 124-255 2-035 1.7% 0-148 0.4% 9% False True 1,391,399
20 127-080 124-255 2-145 2.0% 0-144 0.4% 8% False True 1,311,433
40 127-080 124-120 2-280 2.3% 0-138 0.3% 21% False False 1,010,324
60 127-080 124-120 2-280 2.3% 0-142 0.4% 21% False False 675,008
80 127-080 122-020 5-060 4.2% 0-142 0.4% 56% False False 506,302
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-214
2.618 126-248
1.618 126-073
1.000 125-285
0.618 125-218
HIGH 125-110
0.618 125-043
0.500 125-023
0.382 125-002
LOW 124-255
0.618 124-147
1.000 124-080
1.618 123-292
2.618 123-117
4.250 122-151
Fisher Pivots for day following 06-Jul-2017
Pivot 1 day 3 day
R1 125-023 125-065
PP 125-013 125-042
S1 125-004 125-018

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

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