ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 18-May-2017
Day Change Summary
Previous Current
17-May-2017 18-May-2017 Change Change % Previous Week
Open 125-075 126-035 0-280 0.7% 124-250
High 126-050 126-130 0-080 0.2% 125-085
Low 125-075 125-275 0-200 0.5% 124-120
Close 126-040 125-315 -0-045 -0.1% 125-045
Range 0-295 0-175 -0-120 -40.7% 0-285
ATR 0-155 0-156 0-001 0.9% 0-000
Volume 94,781 107,398 12,617 13.3% 68,025
Daily Pivots for day following 18-May-2017
Classic Woodie Camarilla DeMark
R4 127-232 127-128 126-091
R3 127-057 126-273 126-043
R2 126-202 126-202 126-027
R1 126-098 126-098 126-011 126-063
PP 126-027 126-027 126-027 126-009
S1 125-243 125-243 125-299 125-208
S2 125-172 125-172 125-283
S3 124-317 125-068 125-267
S4 124-142 124-213 125-219
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
5 126-130 124-215 1-235 1.4% 0-178 0.4% 76% True False 55,049
10 126-130 124-120 2-010 1.6% 0-148 0.4% 79% True False 33,896
20 126-130 124-120 2-010 1.6% 0-144 0.4% 79% True False 19,235
40 126-130 123-235 2-215 2.1% 0-150 0.4% 84% True False 9,856
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-234
2.618 127-268
1.618 127-093
1.000 126-305
0.618 126-238
HIGH 126-130
0.618 126-063
0.500 126-043
0.382 126-022
LOW 125-275
0.618 125-167
1.000 125-100
1.618 124-312
2.618 124-137
4.250 123-171
Fisher Pivots for day following 18-May-2017
Pivot 1 day 3 day
R1 126-043 125-283
PP 126-027 125-252
S1 126-011 125-220

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

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