ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 17-May-2017
Day Change Summary
Previous Current
16-May-2017 17-May-2017 Change Change % Previous Week
Open 125-035 125-075 0-040 0.1% 124-250
High 125-130 126-050 0-240 0.6% 125-085
Low 124-310 125-075 0-085 0.2% 124-120
Close 125-070 126-040 0-290 0.7% 125-045
Range 0-140 0-295 0-155 110.7% 0-285
ATR 0-144 0-155 0-011 7.8% 0-000
Volume 39,987 94,781 54,794 137.0% 68,025
Daily Pivots for day following 17-May-2017
Classic Woodie Camarilla DeMark
R4 128-193 128-092 126-202
R3 127-218 127-117 126-121
R2 126-243 126-243 126-094
R1 126-142 126-142 126-067 126-193
PP 125-268 125-268 125-268 125-294
S1 125-167 125-167 126-013 125-218
S2 124-293 124-293 125-306
S3 123-318 124-192 125-279
S4 123-023 123-217 125-198
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
5 126-050 124-120 1-250 1.4% 0-163 0.4% 98% True False 37,539
10 126-050 124-120 1-250 1.4% 0-143 0.4% 98% True False 23,701
20 126-050 124-120 1-250 1.4% 0-142 0.4% 98% True False 13,929
40 126-100 123-235 2-185 2.0% 0-148 0.4% 93% False False 7,172
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 0-030
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 130-024
2.618 128-182
1.618 127-207
1.000 127-025
0.618 126-232
HIGH 126-050
0.618 125-257
0.500 125-223
0.382 125-188
LOW 125-075
0.618 124-213
1.000 124-100
1.618 123-238
2.618 122-263
4.250 121-101
Fisher Pivots for day following 17-May-2017
Pivot 1 day 3 day
R1 125-314 125-300
PP 125-268 125-240
S1 125-223 125-180

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

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