ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 125-305 125-260 -0-045 -0.1% 126-090
High 126-015 125-315 -0-020 0.0% 126-120
Low 125-210 125-175 -0-035 -0.1% 125-155
Close 125-265 125-305 0-040 0.1% 125-305
Range 0-125 0-140 0-015 12.0% 0-285
ATR 0-140 0-140 0-000 0.0% 0-000
Volume 1,528,350 1,232,783 -295,567 -19.3% 6,195,050
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 127-045 126-315 126-062
R3 126-225 126-175 126-023
R2 126-085 126-085 126-011
R1 126-035 126-035 125-318 126-060
PP 125-265 125-265 125-265 125-278
S1 125-215 125-215 125-292 125-240
S2 125-125 125-125 125-279
S3 124-305 125-075 125-266
S4 124-165 124-255 125-228
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 128-195 128-055 126-142
R3 127-230 127-090 126-063
R2 126-265 126-265 126-037
R1 126-125 126-125 126-011 126-052
PP 125-300 125-300 125-300 125-264
S1 125-160 125-160 125-279 125-088
S2 125-015 125-015 125-253
S3 124-050 124-195 125-227
S4 123-085 123-230 125-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-120 125-155 0-285 0.7% 0-155 0.4% 53% False False 1,239,010
10 126-120 125-155 0-285 0.7% 0-130 0.3% 53% False False 1,120,439
20 126-120 124-255 1-185 1.3% 0-141 0.3% 73% False False 1,264,266
40 127-080 124-255 2-145 1.9% 0-140 0.3% 47% False False 1,251,236
60 127-080 124-120 2-280 2.3% 0-136 0.3% 55% False False 993,507
80 127-080 124-090 2-310 2.4% 0-143 0.4% 56% False False 745,737
100 127-080 122-020 5-060 4.1% 0-135 0.3% 75% False False 596,608
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 2 trading days
Fibonacci Retracements and Extensions
4.250 127-270
2.618 127-042
1.618 126-222
1.000 126-135
0.618 126-082
HIGH 125-315
0.618 125-262
0.500 125-245
0.382 125-228
LOW 125-175
0.618 125-088
1.000 125-035
1.618 124-268
2.618 124-128
4.250 123-220
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 125-285 125-286
PP 125-265 125-267
S1 125-245 125-248

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

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