ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 126-005 126-025 0-020 0.0% 125-185
High 126-085 126-120 0-035 0.1% 126-120
Low 125-310 126-010 0-020 0.0% 125-180
Close 126-020 126-100 0-080 0.2% 126-100
Range 0-095 0-110 0-015 15.8% 0-260
ATR 0-135 0-134 -0-002 -1.3% 0-000
Volume 1,162,716 757,684 -405,032 -34.8% 5,009,340
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 127-087 127-043 126-160
R3 126-297 126-253 126-130
R2 126-187 126-187 126-120
R1 126-143 126-143 126-110 126-165
PP 126-077 126-077 126-077 126-088
S1 126-033 126-033 126-090 126-055
S2 125-287 125-287 126-080
S3 125-177 125-243 126-070
S4 125-067 125-133 126-040
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 128-167 128-073 126-243
R3 127-227 127-133 126-172
R2 126-287 126-287 126-148
R1 126-193 126-193 126-124 126-240
PP 126-027 126-027 126-027 126-050
S1 125-253 125-253 126-076 125-300
S2 125-087 125-087 126-052
S3 124-147 124-313 126-028
S4 123-207 124-053 125-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-120 125-180 0-260 0.6% 0-105 0.3% 92% True False 1,001,868
10 126-120 124-275 1-165 1.2% 0-128 0.3% 96% True False 1,145,209
20 126-290 124-255 2-035 1.7% 0-139 0.3% 72% False False 1,299,550
40 127-080 124-255 2-145 1.9% 0-133 0.3% 62% False False 1,273,417
60 127-080 124-120 2-280 2.3% 0-134 0.3% 67% False False 890,577
80 127-080 123-235 3-165 2.8% 0-142 0.4% 73% False False 668,314
100 127-080 122-020 5-060 4.1% 0-128 0.3% 82% False False 534,658
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-267
2.618 127-088
1.618 126-298
1.000 126-230
0.618 126-188
HIGH 126-120
0.618 126-078
0.500 126-065
0.382 126-052
LOW 126-010
0.618 125-262
1.000 125-220
1.618 125-152
2.618 125-042
4.250 124-183
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 126-088 126-084
PP 126-077 126-068
S1 126-065 126-052

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

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