ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 124-180 124-220 0-040 0.1% 124-250
High 124-220 125-085 0-185 0.5% 125-085
Low 124-120 124-215 0-095 0.2% 124-120
Close 124-185 125-045 0-180 0.5% 125-045
Range 0-100 0-190 0-090 90.0% 0-285
ATR 0-143 0-148 0-006 3.9% 0-000
Volume 19,851 10,680 -9,171 -46.2% 68,025
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 126-258 126-182 125-149
R3 126-068 125-312 125-097
R2 125-198 125-198 125-080
R1 125-122 125-122 125-062 125-160
PP 125-008 125-008 125-008 125-027
S1 124-252 124-252 125-028 124-290
S2 124-138 124-138 125-010
S3 123-268 124-062 124-313
S4 123-078 123-192 124-261
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 127-192 127-083 125-202
R3 126-227 126-118 125-123
R2 125-262 125-262 125-097
R1 125-153 125-153 125-071 125-207
PP 124-297 124-297 124-297 125-004
S1 124-188 124-188 125-019 124-242
S2 124-012 124-012 124-313
S3 123-047 123-223 124-287
S4 122-082 122-258 124-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-085 124-120 0-285 0.7% 0-133 0.3% 86% True False 13,605
10 125-150 124-120 1-030 0.9% 0-130 0.3% 70% False False 9,221
20 126-100 124-120 1-300 1.5% 0-145 0.4% 40% False False 6,226
40 126-100 122-300 3-120 2.7% 0-146 0.4% 65% False False 3,248
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 0-034
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 127-252
2.618 126-262
1.618 126-072
1.000 125-275
0.618 125-202
HIGH 125-085
0.618 125-012
0.500 124-310
0.382 124-288
LOW 124-215
0.618 124-098
1.000 124-025
1.618 123-228
2.618 123-038
4.250 122-048
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 125-027 125-011
PP 125-008 124-297
S1 124-310 124-262

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

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