ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 126-085 126-215 0-130 0.3% 126-030
High 126-215 126-280 0-065 0.2% 126-280
Low 126-060 126-175 0-115 0.3% 125-290
Close 126-180 126-260 0-080 0.2% 126-260
Range 0-155 0-105 -0-050 -32.3% 0-310
ATR 0-137 0-135 -0-002 -1.7% 0-000
Volume 1,303,690 1,478,912 175,222 13.4% 5,747,165
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-233 127-192 126-318
R3 127-128 127-087 126-289
R2 127-023 127-023 126-279
R1 126-302 126-302 126-270 127-002
PP 126-238 126-238 126-238 126-249
S1 126-197 126-197 126-250 126-218
S2 126-133 126-133 126-241
S3 126-028 126-092 126-231
S4 125-243 125-307 126-202
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 129-140 129-030 127-110
R3 128-150 128-040 127-025
R2 127-160 127-160 126-317
R1 127-050 127-050 126-288 127-105
PP 126-170 126-170 126-170 126-198
S1 126-060 126-060 126-232 126-115
S2 125-180 125-180 126-203
S3 124-190 125-070 126-175
S4 123-200 124-080 126-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-280 125-290 0-310 0.8% 0-118 0.3% 94% True False 1,149,433
10 126-280 125-215 1-065 0.9% 0-125 0.3% 95% True False 1,194,395
20 126-280 125-155 1-125 1.1% 0-127 0.3% 96% True False 1,157,417
40 126-290 124-255 2-035 1.7% 0-135 0.3% 96% False False 1,229,142
60 127-080 124-255 2-145 1.9% 0-133 0.3% 82% False False 1,188,623
80 127-080 124-120 2-280 2.3% 0-135 0.3% 85% False False 894,949
100 127-080 123-235 3-165 2.8% 0-139 0.3% 88% False False 716,042
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-086
2.618 127-235
1.618 127-130
1.000 127-065
0.618 127-025
HIGH 126-280
0.618 126-240
0.500 126-228
0.382 126-215
LOW 126-175
0.618 126-110
1.000 126-070
1.618 126-005
2.618 125-220
4.250 125-049
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 126-249 126-228
PP 126-238 126-197
S1 126-228 126-165

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

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