ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 126-035 126-165 0-130 0.3% 126-030
High 126-185 126-270 0-085 0.2% 126-280
Low 126-000 126-110 0-110 0.3% 125-290
Close 126-165 126-230 0-065 0.2% 126-260
Range 0-185 0-160 -0-025 -13.5% 0-310
ATR 0-140 0-142 0-001 1.0% 0-000
Volume 1,354,262 1,389,101 34,839 2.6% 5,747,165
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 128-043 127-297 126-318
R3 127-203 127-137 126-274
R2 127-043 127-043 126-259
R1 126-297 126-297 126-245 127-010
PP 126-203 126-203 126-203 126-220
S1 126-137 126-137 126-215 126-170
S2 126-043 126-043 126-201
S3 125-203 125-297 126-186
S4 125-043 125-137 126-142
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
5 126-280 126-000 0-280 0.7% 0-148 0.4% 82% False False 1,274,930
10 126-280 125-290 0-310 0.8% 0-139 0.3% 84% False False 1,190,942
20 126-280 125-155 1-125 1.1% 0-138 0.3% 89% False False 1,189,621
40 126-290 124-255 2-035 1.7% 0-138 0.3% 91% False False 1,247,759
60 127-080 124-255 2-145 1.9% 0-135 0.3% 78% False False 1,251,943
80 127-080 124-120 2-280 2.3% 0-135 0.3% 82% False False 955,922
100 127-080 123-235 3-165 2.8% 0-142 0.3% 85% False False 764,999
120 127-080 122-020 5-060 4.1% 0-128 0.3% 90% False False 637,504
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 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-310
2.618 128-049
1.618 127-209
1.000 127-110
0.618 127-049
HIGH 126-270
0.618 126-209
0.500 126-190
0.382 126-171
LOW 126-110
0.618 126-011
1.000 125-270
1.618 125-171
2.618 125-011
4.250 124-070
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 126-217 126-198
PP 126-203 126-167
S1 126-190 126-135

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

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