ECBOT 10 Year T-Note Future December 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 126-185 126-165 -0-020 0.0% 126-055
High 126-185 126-165 -0-020 0.0% 126-180
Low 126-115 125-275 -0-160 -0.4% 126-015
Close 126-155 125-305 -0-170 -0.4% 126-140
Range 0-070 0-210 0-140 200.0% 0-165
ATR 0-094 0-103 0-008 8.8% 0-000
Volume 6 244 238 3,966.7% 1,981
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 128-025 127-215 126-100
R3 127-135 127-005 126-043
R2 126-245 126-245 126-023
R1 126-115 126-115 126-004 126-075
PP 126-035 126-035 126-035 126-015
S1 125-225 125-225 125-286 125-185
S2 125-145 125-145 125-266
S3 124-255 125-015 125-247
S4 124-045 124-125 125-190
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 127-287 127-218 126-231
R3 127-122 127-053 126-185
R2 126-277 126-277 126-170
R1 126-208 126-208 126-155 126-242
PP 126-112 126-112 126-112 126-129
S1 126-043 126-043 126-125 126-078
S2 125-267 125-267 126-110
S3 125-102 125-198 126-095
S4 124-257 125-033 126-049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-185 125-275 0-230 0.6% 0-096 0.2% 13% False True 74
10 126-245 125-275 0-290 0.7% 0-103 0.3% 10% False True 229
20 126-245 125-235 1-010 0.8% 0-078 0.2% 21% False False 115
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 0-011
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 129-097
2.618 128-075
1.618 127-185
1.000 127-055
0.618 126-295
HIGH 126-165
0.618 126-085
0.500 126-060
0.382 126-035
LOW 125-275
0.618 125-145
1.000 125-065
1.618 124-255
2.618 124-045
4.250 123-023
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 126-060 126-070
PP 126-035 126-042
S1 126-010 126-013

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

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