ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 124-220 125-085 0-185 0.5% 124-250
High 125-085 125-100 0-015 0.0% 125-085
Low 124-215 125-010 0-115 0.3% 124-120
Close 125-045 125-045 0-000 0.0% 125-045
Range 0-190 0-090 -0-100 -52.6% 0-285
ATR 0-148 0-144 -0-004 -2.8% 0-000
Volume 10,680 22,400 11,720 109.7% 68,025
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 126-002 125-273 125-094
R3 125-232 125-183 125-070
R2 125-142 125-142 125-061
R1 125-093 125-093 125-053 125-072
PP 125-052 125-052 125-052 125-041
S1 125-003 125-003 125-037 124-303
S2 124-282 124-282 125-028
S3 124-192 124-233 125-020
S4 124-102 124-143 124-316
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
5 125-100 124-120 0-300 0.7% 0-120 0.3% 82% True False 16,996
10 125-150 124-120 1-030 0.9% 0-125 0.3% 70% False False 11,353
20 126-100 124-120 1-300 1.5% 0-141 0.4% 40% False False 7,320
40 126-100 123-020 3-080 2.6% 0-146 0.4% 64% False False 3,807
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 126-162
2.618 126-016
1.618 125-246
1.000 125-190
0.618 125-156
HIGH 125-100
0.618 125-066
0.500 125-055
0.382 125-044
LOW 125-010
0.618 124-274
1.000 124-240
1.618 124-184
2.618 124-094
4.250 123-268
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 125-055 125-013
PP 125-052 124-302
S1 125-048 124-270

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

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