ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 126-215 126-240 0-025 0.1% 126-030
High 126-280 126-255 -0-025 -0.1% 126-280
Low 126-175 126-140 -0-035 -0.1% 125-290
Close 126-260 126-175 -0-085 -0.2% 126-260
Range 0-105 0-115 0-010 9.5% 0-310
ATR 0-135 0-134 -0-001 -0.8% 0-000
Volume 1,478,912 945,523 -533,389 -36.1% 5,747,165
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-215 127-150 126-238
R3 127-100 127-035 126-207
R2 126-305 126-305 126-196
R1 126-240 126-240 126-186 126-215
PP 126-190 126-190 126-190 126-178
S1 126-125 126-125 126-164 126-100
S2 126-075 126-075 126-154
S3 125-280 126-010 126-143
S4 125-165 125-215 126-112
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% 0-123 0.3% 66% False False 1,198,561
10 126-280 125-215 1-065 1.0% 0-129 0.3% 73% False False 1,185,649
20 126-280 125-155 1-125 1.1% 0-129 0.3% 76% False False 1,165,276
40 126-290 124-255 2-035 1.7% 0-134 0.3% 83% False False 1,227,278
60 127-080 124-255 2-145 1.9% 0-132 0.3% 71% False False 1,202,592
80 127-080 124-120 2-280 2.3% 0-135 0.3% 76% False False 906,753
100 127-080 123-235 3-165 2.8% 0-139 0.3% 80% False False 725,497
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-104
2.618 127-236
1.618 127-121
1.000 127-050
0.618 127-006
HIGH 126-255
0.618 126-211
0.500 126-198
0.382 126-184
LOW 126-140
0.618 126-069
1.000 126-025
1.618 125-274
2.618 125-159
4.250 124-291
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 126-198 126-173
PP 126-190 126-172
S1 126-183 126-170

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

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