ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 125-260 125-295 0-035 0.1% 126-090
High 125-315 126-015 0-020 0.0% 126-120
Low 125-175 125-265 0-090 0.2% 125-155
Close 125-305 125-285 -0-020 0.0% 125-305
Range 0-140 0-070 -0-070 -50.0% 0-285
ATR 0-140 0-135 -0-005 -3.6% 0-000
Volume 1,232,783 1,032,988 -199,795 -16.2% 6,195,050
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-185 126-145 126-004
R3 126-115 126-075 125-304
R2 126-045 126-045 125-298
R1 126-005 126-005 125-291 125-310
PP 125-295 125-295 125-295 125-287
S1 125-255 125-255 125-279 125-240
S2 125-225 125-225 125-272
S3 125-155 125-185 125-266
S4 125-085 125-115 125-246
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
5 126-065 125-155 0-230 0.6% 0-150 0.4% 57% False False 1,329,396
10 126-120 125-155 0-285 0.7% 0-128 0.3% 46% False False 1,144,903
20 126-120 124-255 1-185 1.3% 0-137 0.3% 69% False False 1,221,532
40 127-080 124-255 2-145 1.9% 0-136 0.3% 45% False False 1,237,743
60 127-080 124-120 2-280 2.3% 0-135 0.3% 53% False False 1,010,633
80 127-080 124-090 2-310 2.4% 0-141 0.4% 54% False False 758,643
100 127-080 122-020 5-060 4.1% 0-136 0.3% 74% False False 606,938
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-023
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 126-313
2.618 126-198
1.618 126-128
1.000 126-085
0.618 126-058
HIGH 126-015
0.618 125-308
0.500 125-300
0.382 125-292
LOW 125-265
0.618 125-222
1.000 125-195
1.618 125-152
2.618 125-082
4.250 124-287
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 125-300 125-275
PP 125-295 125-265
S1 125-290 125-255

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

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