ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 125-010 124-300 -0-030 -0.1% 126-185
High 125-075 125-035 -0-040 -0.1% 126-185
Low 124-220 124-200 -0-020 -0.1% 125-045
Close 124-240 124-275 0-035 0.1% 125-060
Range 0-175 0-155 -0-020 -11.4% 1-140
ATR 0-116 0-118 0-003 2.4% 0-000
Volume 66 1,409 1,343 2,034.8% 2,673
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-102 126-023 125-040
R3 125-267 125-188 124-318
R2 125-112 125-112 124-303
R1 125-033 125-033 124-289 124-315
PP 124-277 124-277 124-277 124-258
S1 124-198 124-198 124-261 124-160
S2 124-122 124-122 124-247
S3 123-287 124-043 124-232
S4 123-132 123-208 124-190
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 129-303 129-002 125-313
R3 128-163 127-182 125-186
R2 127-023 127-023 125-144
R1 126-042 126-042 125-102 125-282
PP 125-203 125-203 125-203 125-164
S1 124-222 124-222 125-018 124-142
S2 124-063 124-063 124-296
S3 122-243 123-082 124-254
S4 121-103 121-262 124-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-285 124-200 1-085 1.0% 0-129 0.3% 19% False True 779
10 126-185 124-200 1-305 1.6% 0-112 0.3% 12% False True 427
20 126-245 124-200 2-045 1.7% 0-102 0.3% 11% False True 309
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-054
2.618 126-121
1.618 125-286
1.000 125-190
0.618 125-131
HIGH 125-035
0.618 124-296
0.500 124-278
0.382 124-259
LOW 124-200
0.618 124-104
1.000 124-045
1.618 123-269
2.618 123-114
4.250 122-181
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 124-278 125-025
PP 124-277 125-002
S1 124-276 124-298

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

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