ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 124-290 125-010 0-040 0.1% 125-165
High 125-045 125-075 0-030 0.1% 125-195
Low 124-275 124-280 0-005 0.0% 124-255
Close 125-025 125-055 0-030 0.1% 124-270
Range 0-090 0-115 0-025 27.8% 0-260
ATR 0-139 0-138 -0-002 -1.3% 0-000
Volume 886,577 1,078,017 191,440 21.6% 5,750,520
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-055 126-010 125-118
R3 125-260 125-215 125-087
R2 125-145 125-145 125-076
R1 125-100 125-100 125-066 125-123
PP 125-030 125-030 125-030 125-041
S1 124-305 124-305 125-044 125-008
S2 124-235 124-235 125-034
S3 124-120 124-190 125-023
S4 124-005 124-075 124-312
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
5 125-160 124-255 0-225 0.6% 0-129 0.3% 53% False False 1,338,243
10 126-270 124-255 2-015 1.6% 0-154 0.4% 18% False False 1,494,771
20 127-080 124-255 2-145 2.0% 0-140 0.4% 15% False False 1,311,778
40 127-080 124-255 2-145 2.0% 0-135 0.3% 15% False False 1,096,201
60 127-080 124-120 2-280 2.3% 0-139 0.3% 28% False False 732,876
80 127-080 122-300 4-100 3.4% 0-141 0.4% 52% False False 549,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-244
2.618 126-056
1.618 125-261
1.000 125-190
0.618 125-146
HIGH 125-075
0.618 125-031
0.500 125-018
0.382 125-004
LOW 124-280
0.618 124-209
1.000 124-165
1.618 124-094
2.618 123-299
4.250 123-111
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 125-043 125-038
PP 125-030 125-022
S1 125-018 125-005

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

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