ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 03-May-2017
Day Change Summary
Previous Current
02-May-2017 03-May-2017 Change Change % Previous Week
Open 125-075 125-135 0-060 0.1% 125-085
High 125-145 125-150 0-005 0.0% 125-170
Low 125-005 125-030 0-025 0.1% 124-285
Close 125-115 125-070 -0-045 -0.1% 125-125
Range 0-140 0-120 -0-020 -14.3% 0-205
ATR 0-155 0-153 -0-003 -1.6% 0-000
Volume 6,471 4,820 -1,651 -25.5% 17,779
Daily Pivots for day following 03-May-2017
Classic Woodie Camarilla DeMark
R4 126-123 126-057 125-136
R3 126-003 125-257 125-103
R2 125-203 125-203 125-092
R1 125-137 125-137 125-081 125-110
PP 125-083 125-083 125-083 125-070
S1 125-017 125-017 125-059 124-310
S2 124-283 124-283 125-048
S3 124-163 124-217 125-037
S4 124-043 124-097 125-004
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 127-062 126-298 125-238
R3 126-177 126-093 125-181
R2 125-292 125-292 125-163
R1 125-208 125-208 125-144 125-250
PP 125-087 125-087 125-087 125-108
S1 125-003 125-003 125-106 125-045
S2 124-202 124-202 125-087
S3 123-317 124-118 125-069
S4 123-112 123-233 125-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-150 124-310 0-160 0.4% 0-128 0.3% 50% True False 3,850
10 126-000 124-285 1-035 0.9% 0-142 0.4% 30% False False 4,156
20 126-100 124-090 2-010 1.6% 0-162 0.4% 46% False False 2,426
40 126-100 122-020 4-080 3.4% 0-133 0.3% 74% False False 1,260
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-020
2.618 126-144
1.618 126-024
1.000 125-270
0.618 125-224
HIGH 125-150
0.618 125-104
0.500 125-090
0.382 125-076
LOW 125-030
0.618 124-276
1.000 124-230
1.618 124-156
2.618 124-036
4.250 123-160
Fisher Pivots for day following 03-May-2017
Pivot 1 day 3 day
R1 125-090 125-078
PP 125-083 125-075
S1 125-077 125-073

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

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