ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 126-035 126-005 -0-030 -0.1% 124-290
High 126-060 126-085 0-025 0.1% 126-010
Low 125-305 125-310 0-005 0.0% 124-275
Close 126-015 126-020 0-005 0.0% 125-215
Range 0-075 0-095 0-020 26.6% 1-055
ATR 0-139 0-135 -0-003 -2.2% 0-000
Volume 907,676 1,162,716 255,040 28.1% 6,442,753
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-317 126-263 126-072
R3 126-222 126-168 126-046
R2 126-127 126-127 126-037
R1 126-073 126-073 126-029 126-100
PP 126-032 126-032 126-032 126-045
S1 125-298 125-298 126-011 126-005
S2 125-257 125-257 126-003
S3 125-162 125-203 125-314
S4 125-067 125-108 125-288
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 129-012 128-168 126-101
R3 127-277 127-113 125-318
R2 126-222 126-222 125-284
R1 126-058 126-058 125-249 126-140
PP 125-167 125-167 125-167 125-208
S1 125-003 125-003 125-181 125-085
S2 124-112 124-112 125-146
S3 123-057 123-268 125-112
S4 122-002 122-213 125-009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-085 125-105 0-300 0.7% 0-128 0.3% 78% True False 1,169,412
10 126-085 124-255 1-150 1.2% 0-127 0.3% 86% True False 1,220,394
20 126-290 124-255 2-035 1.7% 0-137 0.3% 60% False False 1,305,896
40 127-080 124-255 2-145 1.9% 0-134 0.3% 52% False False 1,283,104
60 127-080 124-120 2-280 2.3% 0-134 0.3% 59% False False 878,023
80 127-080 123-235 3-165 2.8% 0-143 0.4% 66% False False 658,843
100 127-080 122-020 5-060 4.1% 0-126 0.3% 77% False False 527,081
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-169
2.618 127-014
1.618 126-239
1.000 126-180
0.618 126-144
HIGH 126-085
0.618 126-049
0.500 126-038
0.382 126-026
LOW 125-310
0.618 125-251
1.000 125-215
1.618 125-156
2.618 125-061
4.250 124-226
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 126-038 126-010
PP 126-032 126-000
S1 126-026 125-310

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

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