ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 08-Aug-2017
Day Change Summary
Previous Current
07-Aug-2017 08-Aug-2017 Change Change % Previous Week
Open 126-030 126-055 0-025 0.1% 125-295
High 126-070 126-075 0-005 0.0% 126-150
Low 125-300 125-290 -0-010 0.0% 125-215
Close 126-055 126-005 -0-050 -0.1% 126-025
Range 0-090 0-105 0-015 16.6% 0-255
ATR 0-135 0-133 -0-002 -1.6% 0-000
Volume 699,883 913,666 213,783 30.5% 6,196,791
Daily Pivots for day following 08-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-012 126-273 126-063
R3 126-227 126-168 126-034
R2 126-122 126-122 126-024
R1 126-063 126-063 126-015 126-040
PP 126-017 126-017 126-017 126-005
S1 125-278 125-278 125-315 125-255
S2 125-232 125-232 125-306
S3 125-127 125-173 125-296
S4 125-022 125-068 125-267
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
5 126-150 125-290 0-180 0.4% 0-120 0.3% 19% False True 1,061,193
10 126-150 125-155 0-315 0.8% 0-130 0.3% 54% False False 1,195,557
20 126-150 125-045 1-105 1.1% 0-135 0.3% 66% False False 1,174,644
40 127-080 124-255 2-145 1.9% 0-138 0.3% 50% False False 1,243,211
60 127-080 124-255 2-145 1.9% 0-135 0.3% 50% False False 1,122,349
80 127-080 124-120 2-280 2.3% 0-138 0.3% 57% False False 843,318
100 127-080 122-300 4-100 3.4% 0-140 0.3% 71% False False 674,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-201
2.618 127-030
1.618 126-245
1.000 126-180
0.618 126-140
HIGH 126-075
0.618 126-035
0.500 126-023
0.382 126-010
LOW 125-290
0.618 125-225
1.000 125-185
1.618 125-120
2.618 125-015
4.250 124-164
Fisher Pivots for day following 08-Aug-2017
Pivot 1 day 3 day
R1 126-023 126-055
PP 126-017 126-038
S1 126-011 126-022

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

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