ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 07-Jul-2017
Day Change Summary
Previous Current
06-Jul-2017 07-Jul-2017 Change Change % Previous Week
Open 125-100 125-005 -0-095 -0.2% 125-165
High 125-110 125-035 -0-075 -0.2% 125-195
Low 124-255 124-255 0-000 0.0% 124-255
Close 124-315 124-270 -0-045 -0.1% 124-270
Range 0-175 0-100 -0-075 -42.9% 0-260
ATR 0-146 0-143 -0-003 -2.3% 0-000
Volume 1,567,162 1,509,536 -57,626 -3.7% 5,750,520
Daily Pivots for day following 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 125-273 125-212 125-005
R3 125-173 125-112 124-298
R2 125-073 125-073 124-288
R1 125-012 125-012 124-279 124-313
PP 124-293 124-293 124-293 124-284
S1 124-232 124-232 124-261 124-213
S2 124-193 124-193 124-252
S3 124-093 124-132 124-243
S4 123-313 124-032 124-215
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 127-167 126-318 125-093
R3 126-227 126-058 125-022
R2 125-287 125-287 124-318
R1 125-118 125-118 124-294 125-073
PP 125-027 125-027 125-027 125-004
S1 124-178 124-178 124-246 124-133
S2 124-087 124-087 124-222
S3 123-147 123-238 124-199
S4 122-207 122-298 124-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-285 124-255 1-030 0.9% 0-153 0.4% 4% False True 1,527,637
10 126-290 124-255 2-035 1.7% 0-150 0.4% 2% False True 1,453,891
20 127-080 124-255 2-145 2.0% 0-144 0.4% 2% False True 1,321,691
40 127-080 124-120 2-280 2.3% 0-138 0.3% 16% False False 1,047,850
60 127-080 124-120 2-280 2.3% 0-141 0.4% 16% False False 700,164
80 127-080 122-220 4-180 3.7% 0-142 0.4% 47% False False 525,169
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 0-027
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 126-140
2.618 125-297
1.618 125-197
1.000 125-135
0.618 125-097
HIGH 125-035
0.618 124-317
0.500 124-305
0.382 124-293
LOW 124-255
0.618 124-193
1.000 124-155
1.618 124-093
2.618 123-313
4.250 123-150
Fisher Pivots for day following 07-Jul-2017
Pivot 1 day 3 day
R1 124-305 125-048
PP 124-293 125-015
S1 124-282 124-303

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

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