ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 28-Jun-2017
Day Change Summary
Previous Current
27-Jun-2017 28-Jun-2017 Change Change % Previous Week
Open 126-165 125-270 -0-215 -0.5% 126-055
High 126-165 125-285 -0-200 -0.5% 126-180
Low 125-275 125-200 -0-075 -0.2% 126-015
Close 125-305 125-285 -0-020 0.0% 126-140
Range 0-210 0-085 -0-125 -59.5% 0-165
ATR 0-103 0-103 0-000 0.2% 0-000
Volume 244 1,579 1,335 547.1% 1,981
Daily Pivots for day following 28-Jun-2017
Classic Woodie Camarilla DeMark
R4 126-192 126-163 126-012
R3 126-107 126-078 125-308
R2 126-022 126-022 125-301
R1 125-313 125-313 125-293 126-007
PP 125-257 125-257 125-257 125-264
S1 125-228 125-228 125-277 125-242
S2 125-172 125-172 125-269
S3 125-087 125-143 125-262
S4 125-002 125-058 125-238
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
5 126-185 125-200 0-305 0.8% 0-092 0.2% 28% False True 385
10 126-245 125-200 1-045 0.9% 0-104 0.3% 23% False True 385
20 126-245 125-200 1-045 0.9% 0-079 0.2% 23% False True 194
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-006
2.618 126-188
1.618 126-103
1.000 126-050
0.618 126-018
HIGH 125-285
0.618 125-253
0.500 125-242
0.382 125-232
LOW 125-200
0.618 125-147
1.000 125-115
1.618 125-062
2.618 124-297
4.250 124-159
Fisher Pivots for day following 28-Jun-2017
Pivot 1 day 3 day
R1 125-271 126-032
PP 125-257 126-010
S1 125-242 125-307

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

View Archives - Comment on this page... - Back to Index of Symbols