ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 126-055 126-020 -0-035 -0.1% 125-305
High 126-140 126-140 0-000 0.0% 126-245
Low 126-015 126-020 0-005 0.0% 125-305
Close 126-045 126-140 0-095 0.2% 126-140
Range 0-125 0-120 -0-005 -4.0% 0-260
ATR 0-103 0-104 0-001 1.2% 0-000
Volume 236 1,622 1,386 587.3% 61
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-140 127-100 126-206
R3 127-020 126-300 126-173
R2 126-220 126-220 126-162
R1 126-180 126-180 126-151 126-200
PP 126-100 126-100 126-100 126-110
S1 126-060 126-060 126-129 126-080
S2 125-300 125-300 126-118
S3 125-180 125-260 126-107
S4 125-060 125-140 126-074
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-263 128-142 126-283
R3 128-003 127-202 126-212
R2 127-063 127-063 126-188
R1 126-262 126-262 126-164 127-002
PP 126-123 126-123 126-123 126-154
S1 126-002 126-002 126-116 126-062
S2 125-183 125-183 126-092
S3 124-243 125-062 126-068
S4 123-303 124-122 125-317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-245 126-015 0-230 0.6% 0-110 0.3% 54% False False 383
10 126-245 125-235 1-010 0.8% 0-092 0.2% 68% False False 192
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-010
2.618 127-134
1.618 127-014
1.000 126-260
0.618 126-214
HIGH 126-140
0.618 126-094
0.500 126-080
0.382 126-066
LOW 126-020
0.618 125-266
1.000 125-220
1.618 125-146
2.618 125-026
4.250 124-150
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 126-120 126-124
PP 126-100 126-108
S1 126-080 126-093

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

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