ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 24-Jul-2017
Day Change Summary
Previous Current
21-Jul-2017 24-Jul-2017 Change Change % Previous Week
Open 126-025 126-090 0-065 0.2% 125-185
High 126-120 126-120 0-000 0.0% 126-120
Low 126-010 126-025 0-015 0.0% 125-180
Close 126-100 126-050 -0-050 -0.1% 126-100
Range 0-110 0-095 -0-015 -13.6% 0-260
ATR 0-134 0-131 -0-003 -2.1% 0-000
Volume 757,684 581,057 -176,627 -23.3% 5,009,340
Daily Pivots for day following 24-Jul-2017
Classic Woodie Camarilla DeMark
R4 127-030 126-295 126-102
R3 126-255 126-200 126-076
R2 126-160 126-160 126-067
R1 126-105 126-105 126-059 126-085
PP 126-065 126-065 126-065 126-055
S1 126-010 126-010 126-041 125-310
S2 125-290 125-290 126-033
S3 125-195 125-235 126-024
S4 125-100 125-140 125-318
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
5 126-120 125-215 0-225 0.6% 0-107 0.3% 69% True False 960,411
10 126-120 124-280 1-160 1.2% 0-128 0.3% 85% True False 1,114,657
20 126-290 124-255 2-035 1.7% 0-141 0.3% 64% False False 1,292,893
40 127-080 124-255 2-145 1.9% 0-134 0.3% 55% False False 1,250,944
60 127-080 124-120 2-280 2.3% 0-134 0.3% 62% False False 900,217
80 127-080 123-245 3-155 2.8% 0-142 0.4% 69% False False 675,577
100 127-080 122-020 5-060 4.1% 0-128 0.3% 79% False False 540,468
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-204
2.618 127-049
1.618 126-274
1.000 126-215
0.618 126-179
HIGH 126-120
0.618 126-084
0.500 126-072
0.382 126-061
LOW 126-025
0.618 125-286
1.000 125-250
1.618 125-191
2.618 125-096
4.250 124-261
Fisher Pivots for day following 24-Jul-2017
Pivot 1 day 3 day
R1 126-072 126-055
PP 126-065 126-053
S1 126-058 126-052

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

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