ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 124-210 124-180 -0-030 -0.1% 125-125
High 124-260 124-220 -0-040 -0.1% 125-150
Low 124-140 124-120 -0-020 -0.1% 124-200
Close 124-150 124-185 0-035 0.1% 124-285
Range 0-120 0-100 -0-020 -16.7% 0-270
ATR 0-146 0-143 -0-003 -2.3% 0-000
Volume 8,505 19,851 11,346 133.4% 24,190
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 125-155 125-110 124-240
R3 125-055 125-010 124-212
R2 124-275 124-275 124-203
R1 124-230 124-230 124-194 124-252
PP 124-175 124-175 124-175 124-186
S1 124-130 124-130 124-176 124-152
S2 124-075 124-075 124-167
S3 123-295 124-030 124-157
S4 123-195 123-250 124-130
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 127-168 127-017 125-114
R3 126-218 126-067 125-039
R2 125-268 125-268 125-014
R1 125-117 125-117 124-310 125-058
PP 124-318 124-318 124-318 124-289
S1 124-167 124-167 124-260 124-107
S2 124-048 124-048 124-235
S3 123-098 123-217 124-211
S4 122-148 122-267 124-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-035 124-120 0-235 0.6% 0-119 0.3% 28% False True 12,742
10 125-150 124-120 1-030 0.9% 0-126 0.3% 19% False True 8,574
20 126-100 124-120 1-300 1.6% 0-143 0.4% 10% False True 5,707
40 126-100 122-260 3-160 2.8% 0-145 0.4% 50% False False 2,984
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-005
2.618 125-162
1.618 125-062
1.000 125-000
0.618 124-282
HIGH 124-220
0.618 124-182
0.500 124-170
0.382 124-158
LOW 124-120
0.618 124-058
1.000 124-020
1.618 123-278
2.618 123-178
4.250 123-015
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 124-180 124-190
PP 124-175 124-188
S1 124-170 124-187

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

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