ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 126-230 126-275 0-045 0.1% 126-240
High 126-290 126-280 -0-010 0.0% 127-015
Low 126-190 126-170 -0-020 0.0% 126-000
Close 126-270 126-180 -0-090 -0.2% 126-240
Range 0-100 0-110 0-010 10.0% 1-015
ATR 0-140 0-138 -0-002 -1.5% 0-000
Volume 857,262 980,893 123,631 14.4% 6,240,067
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-220 127-150 126-240
R3 127-110 127-040 126-210
R2 127-000 127-000 126-200
R1 126-250 126-250 126-190 126-230
PP 126-210 126-210 126-210 126-200
S1 126-140 126-140 126-170 126-120
S2 126-100 126-100 126-160
S3 125-310 126-030 126-150
S4 125-200 125-240 126-120
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% 0-142 0.4% 54% False False 1,185,168
10 127-015 126-000 1-015 0.8% 0-139 0.3% 54% False False 1,221,183
20 127-015 125-155 1-180 1.2% 0-135 0.3% 69% False False 1,208,370
40 127-015 124-255 2-080 1.8% 0-141 0.3% 78% False False 1,266,311
60 127-080 124-255 2-145 1.9% 0-136 0.3% 72% False False 1,238,359
80 127-080 124-120 2-280 2.3% 0-135 0.3% 76% False False 995,562
100 127-080 123-250 3-150 2.7% 0-141 0.3% 80% False False 796,823
120 127-080 122-020 5-060 4.1% 0-131 0.3% 87% False False 664,025
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 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-107
2.618 127-248
1.618 127-138
1.000 127-070
0.618 127-028
HIGH 126-280
0.618 126-238
0.500 126-225
0.382 126-212
LOW 126-170
0.618 126-102
1.000 126-060
1.618 125-312
2.618 125-202
4.250 125-023
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 126-225 126-253
PP 126-210 126-228
S1 126-195 126-204

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

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