ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 126-015 126-125 0-110 0.3% 125-295
High 126-150 126-140 -0-010 0.0% 126-150
Low 126-010 125-290 -0-040 -0.1% 125-215
Close 126-115 126-025 -0-090 -0.2% 126-025
Range 0-140 0-170 0-030 21.4% 0-255
ATR 0-136 0-138 0-002 1.8% 0-000
Volume 1,088,192 1,266,517 178,325 16.4% 6,196,791
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-235 127-140 126-118
R3 127-065 126-290 126-072
R2 126-215 126-215 126-056
R1 126-120 126-120 126-041 126-082
PP 126-045 126-045 126-045 126-026
S1 125-270 125-270 126-009 125-233
S2 125-195 125-195 125-314
S3 125-025 125-100 125-298
S4 124-175 124-250 125-252
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 128-148 128-022 126-165
R3 127-213 127-087 126-095
R2 126-278 126-278 126-072
R1 126-152 126-152 126-048 126-215
PP 126-023 126-023 126-023 126-055
S1 125-217 125-217 126-002 125-280
S2 125-088 125-088 125-298
S3 124-153 124-282 125-275
S4 123-218 124-027 125-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-150 125-215 0-255 0.6% 0-132 0.3% 51% False False 1,239,358
10 126-150 125-155 0-315 0.8% 0-143 0.4% 60% False False 1,239,184
20 126-150 124-275 1-195 1.3% 0-135 0.3% 76% False False 1,192,196
40 127-080 124-255 2-145 1.9% 0-140 0.3% 52% False False 1,256,944
60 127-080 124-120 2-280 2.3% 0-137 0.3% 59% False False 1,095,965
80 127-080 124-120 2-280 2.3% 0-140 0.3% 59% False False 823,172
100 127-080 122-220 4-180 3.6% 0-141 0.3% 74% False False 658,574
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 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-222
2.618 127-265
1.618 127-095
1.000 126-310
0.618 126-245
HIGH 126-140
0.618 126-075
0.500 126-055
0.382 126-035
LOW 125-290
0.618 125-185
1.000 125-120
1.618 125-015
2.618 124-165
4.250 123-208
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 126-055 126-060
PP 126-045 126-048
S1 126-035 126-037

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

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