ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 02-Aug-2017
Day Change Summary
Previous Current
01-Aug-2017 02-Aug-2017 Change Change % Previous Week
Open 125-270 126-060 0-110 0.3% 126-090
High 126-080 126-085 0-005 0.0% 126-120
Low 125-215 125-310 0-095 0.2% 125-155
Close 126-075 126-035 -0-040 -0.1% 125-305
Range 0-185 0-095 -0-090 -48.7% 0-285
ATR 0-139 0-136 -0-003 -2.3% 0-000
Volume 1,471,383 1,337,711 -133,672 -9.1% 6,195,050
Daily Pivots for day following 02-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-002 126-273 126-087
R3 126-227 126-178 126-061
R2 126-132 126-132 126-052
R1 126-083 126-083 126-044 126-060
PP 126-037 126-037 126-037 126-025
S1 125-308 125-308 126-026 125-285
S2 125-262 125-262 126-018
S3 125-167 125-213 126-009
S4 125-072 125-118 125-303
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
5 126-085 125-175 0-230 0.6% 0-123 0.3% 78% True False 1,320,643
10 126-120 125-155 0-285 0.7% 0-133 0.3% 70% False False 1,195,753
20 126-120 124-255 1-185 1.3% 0-134 0.3% 83% False False 1,228,296
40 127-080 124-255 2-145 1.9% 0-137 0.3% 54% False False 1,258,208
60 127-080 124-120 2-280 2.3% 0-135 0.3% 60% False False 1,057,254
80 127-080 124-090 2-310 2.4% 0-139 0.3% 62% False False 793,748
100 127-080 122-020 5-060 4.1% 0-138 0.3% 78% False False 635,029
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 0-028
Narrowest 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 02-Aug-2017
Pivot 1 day 3 day
R1 126-038 126-020
PP 126-037 126-005
S1 126-036 125-310

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

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