ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 21-Aug-2017
Day Change Summary
Previous Current
18-Aug-2017 21-Aug-2017 Change Change % Previous Week
Open 126-255 126-230 -0-025 -0.1% 126-240
High 127-015 126-290 -0-045 -0.1% 127-015
Low 126-180 126-190 0-010 0.0% 126-000
Close 126-240 126-270 0-030 0.1% 126-240
Range 0-155 0-100 -0-055 -35.5% 1-015
ATR 0-143 0-140 -0-003 -2.1% 0-000
Volume 1,344,325 857,262 -487,063 -36.2% 6,240,067
Daily Pivots for day following 21-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-230 127-190 127-005
R3 127-130 127-090 126-298
R2 127-030 127-030 126-288
R1 126-310 126-310 126-279 127-010
PP 126-250 126-250 126-250 126-260
S1 126-210 126-210 126-261 126-230
S2 126-150 126-150 126-252
S3 126-050 126-110 126-243
S4 125-270 126-010 126-215
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% 0-155 0.4% 81% False False 1,230,361
10 127-015 125-290 1-045 0.9% 0-139 0.3% 82% False False 1,214,461
20 127-015 125-155 1-180 1.2% 0-141 0.3% 87% False False 1,232,763
40 127-015 124-255 2-080 1.8% 0-141 0.3% 91% False False 1,262,828
60 127-080 124-255 2-145 1.9% 0-136 0.3% 83% False False 1,244,884
80 127-080 124-120 2-280 2.3% 0-136 0.3% 86% False False 983,354
100 127-080 123-245 3-155 2.7% 0-141 0.3% 88% False False 787,014
120 127-080 122-020 5-060 4.1% 0-130 0.3% 92% False False 655,851
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128-075
2.618 127-232
1.618 127-132
1.000 127-070
0.618 127-032
HIGH 126-290
0.618 126-252
0.500 126-240
0.382 126-228
LOW 126-190
0.618 126-128
1.000 126-090
1.618 126-028
2.618 125-248
4.250 125-085
Fisher Pivots for day following 21-Aug-2017
Pivot 1 day 3 day
R1 126-260 126-254
PP 126-250 126-238
S1 126-240 126-223

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

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