ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 10-Jul-2017
Day Change Summary
Previous Current
07-Jul-2017 10-Jul-2017 Change Change % Previous Week
Open 125-005 124-290 -0-035 -0.1% 125-165
High 125-035 125-045 0-010 0.0% 125-195
Low 124-255 124-275 0-020 0.1% 124-255
Close 124-270 125-025 0-075 0.2% 124-270
Range 0-100 0-090 -0-010 -10.0% 0-260
ATR 0-143 0-139 -0-003 -2.4% 0-000
Volume 1,509,536 886,577 -622,959 -41.3% 5,750,520
Daily Pivots for day following 10-Jul-2017
Classic Woodie Camarilla DeMark
R4 125-278 125-242 125-074
R3 125-188 125-152 125-050
R2 125-098 125-098 125-041
R1 125-062 125-062 125-033 125-080
PP 125-008 125-008 125-008 125-017
S1 124-292 124-292 125-017 124-310
S2 124-238 124-238 125-008
S3 124-148 124-202 125-000
S4 124-058 124-112 124-296
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
5 125-195 124-255 0-260 0.6% 0-143 0.4% 35% False False 1,327,419
10 126-290 124-255 2-035 1.7% 0-153 0.4% 13% False False 1,471,130
20 127-080 124-255 2-145 2.0% 0-140 0.3% 11% False False 1,311,525
40 127-080 124-215 2-185 2.1% 0-137 0.3% 16% False False 1,069,518
60 127-080 124-120 2-280 2.3% 0-139 0.3% 24% False False 714,914
80 127-080 122-260 4-140 3.5% 0-141 0.4% 51% False False 536,251
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 0-026
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 126-107
2.618 125-281
1.618 125-191
1.000 125-135
0.618 125-101
HIGH 125-045
0.618 125-011
0.500 125-000
0.382 124-309
LOW 124-275
0.618 124-219
1.000 124-185
1.618 124-129
2.618 124-039
4.250 123-213
Fisher Pivots for day following 10-Jul-2017
Pivot 1 day 3 day
R1 125-017 125-024
PP 125-008 125-023
S1 125-000 125-023

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

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