ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 126-125 126-030 -0-095 -0.2% 125-295
High 126-140 126-070 -0-070 -0.2% 126-150
Low 125-290 125-300 0-010 0.0% 125-215
Close 126-025 126-055 0-030 0.1% 126-025
Range 0-170 0-090 -0-080 -47.0% 0-255
ATR 0-138 0-135 -0-003 -2.5% 0-000
Volume 1,266,517 699,883 -566,634 -44.7% 6,196,791
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 126-305 126-270 126-105
R3 126-215 126-180 126-080
R2 126-125 126-125 126-072
R1 126-090 126-090 126-063 126-108
PP 126-035 126-035 126-035 126-044
S1 126-000 126-000 126-047 126-018
S2 125-265 125-265 126-039
S3 125-175 125-230 126-030
S4 125-085 125-140 126-005
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% 0-136 0.3% 63% False False 1,172,737
10 126-150 125-155 0-315 0.8% 0-143 0.4% 70% False False 1,251,066
20 126-150 124-280 1-190 1.3% 0-135 0.3% 81% False False 1,182,862
40 127-080 124-255 2-145 1.9% 0-138 0.3% 56% False False 1,247,193
60 127-080 124-215 2-185 2.0% 0-137 0.3% 58% False False 1,107,299
80 127-080 124-120 2-280 2.3% 0-138 0.3% 63% False False 831,901
100 127-080 122-260 4-140 3.5% 0-140 0.3% 76% False False 665,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-133
2.618 126-306
1.618 126-216
1.000 126-160
0.618 126-126
HIGH 126-070
0.618 126-036
0.500 126-025
0.382 126-014
LOW 125-300
0.618 125-244
1.000 125-210
1.618 125-154
2.618 125-064
4.250 124-237
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 126-045 126-060
PP 126-035 126-058
S1 126-025 126-057

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

View Archives - Comment on this page... - Back to Index of Symbols