ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 18-Aug-2017
Day Change Summary
Previous Current
17-Aug-2017 18-Aug-2017 Change Change % Previous Week
Open 126-165 126-255 0-090 0.2% 126-240
High 126-270 127-015 0-065 0.2% 127-015
Low 126-110 126-180 0-070 0.2% 126-000
Close 126-230 126-240 0-010 0.0% 126-240
Range 0-160 0-155 -0-005 -3.1% 1-015
ATR 0-142 0-143 0-001 0.7% 0-000
Volume 1,389,101 1,344,325 -44,776 -3.2% 6,240,067
Daily Pivots for day following 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 128-077 127-313 127-005
R3 127-242 127-158 126-283
R2 127-087 127-087 126-268
R1 127-003 127-003 126-254 126-288
PP 126-252 126-252 126-252 126-234
S1 126-168 126-168 126-226 126-132
S2 126-097 126-097 126-212
S3 125-262 126-013 126-197
S4 125-107 125-178 126-155
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 129-237 129-093 127-104
R3 128-222 128-078 127-012
R2 127-207 127-207 126-301
R1 127-063 127-063 126-271 127-088
PP 126-192 126-192 126-192 126-204
S1 126-048 126-048 126-209 126-072
S2 125-177 125-177 126-179
S3 124-162 125-033 126-148
S4 123-147 124-018 126-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-015 126-000 1-015 0.8% 0-158 0.4% 72% True False 1,248,013
10 127-015 125-290 1-045 0.9% 0-138 0.3% 74% True False 1,198,723
20 127-015 125-155 1-180 1.2% 0-141 0.3% 81% True False 1,218,953
40 127-015 124-255 2-080 1.8% 0-140 0.3% 87% True False 1,259,251
60 127-080 124-255 2-145 1.9% 0-135 0.3% 80% False False 1,255,262
80 127-080 124-120 2-280 2.3% 0-136 0.3% 83% False False 972,671
100 127-080 123-235 3-165 2.8% 0-142 0.3% 86% False False 778,442
120 127-080 122-020 5-060 4.1% 0-130 0.3% 90% False False 648,707
Crabel Price Patterns
NR True
NR4 True
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 0-031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-034
2.618 128-101
1.618 127-266
1.000 127-170
0.618 127-111
HIGH 127-015
0.618 126-276
0.500 126-258
0.382 126-239
LOW 126-180
0.618 126-084
1.000 126-025
1.618 125-249
2.618 125-094
4.250 124-161
Fisher Pivots for day following 18-Aug-2017
Pivot 1 day 3 day
R1 126-258 126-216
PP 126-252 126-192
S1 126-246 126-168

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

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