ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 10-Aug-2017
Day Change Summary
Previous Current
09-Aug-2017 10-Aug-2017 Change Change % Previous Week
Open 126-050 126-085 0-035 0.1% 125-295
High 126-185 126-215 0-030 0.1% 126-150
Low 126-050 126-060 0-010 0.0% 125-215
Close 126-110 126-180 0-070 0.2% 126-025
Range 0-135 0-155 0-020 14.8% 0-255
ATR 0-136 0-137 0-001 1.0% 0-000
Volume 1,351,014 1,303,690 -47,324 -3.5% 6,196,791
Daily Pivots for day following 10-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-297 127-233 126-265
R3 127-142 127-078 126-223
R2 126-307 126-307 126-208
R1 126-243 126-243 126-194 126-275
PP 126-152 126-152 126-152 126-168
S1 126-088 126-088 126-166 126-120
S2 125-317 125-317 126-152
S3 125-162 125-253 126-137
S4 125-007 125-098 126-095
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
5 126-215 125-290 0-245 0.6% 0-131 0.3% 86% True False 1,106,954
10 126-215 125-175 1-040 0.9% 0-128 0.3% 90% True False 1,169,782
20 126-215 125-105 1-110 1.1% 0-133 0.3% 92% True False 1,163,241
40 127-020 124-255 2-085 1.8% 0-136 0.3% 78% False False 1,223,956
60 127-080 124-255 2-145 1.9% 0-136 0.3% 72% False False 1,165,554
80 127-080 124-120 2-280 2.3% 0-136 0.3% 76% False False 876,467
100 127-080 123-050 4-030 3.2% 0-140 0.3% 83% False False 701,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 128-234
2.618 127-301
1.618 127-146
1.000 127-050
0.618 126-311
HIGH 126-215
0.618 126-156
0.500 126-138
0.382 126-119
LOW 126-060
0.618 125-284
1.000 125-225
1.618 125-129
2.618 124-294
4.250 124-041
Fisher Pivots for day following 10-Aug-2017
Pivot 1 day 3 day
R1 126-166 126-151
PP 126-152 126-122
S1 126-138 126-093

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

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