ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 23-Aug-2017
Day Change Summary
Previous Current
22-Aug-2017 23-Aug-2017 Change Change % Previous Week
Open 126-275 126-180 -0-095 -0.2% 126-240
High 126-280 126-305 0-025 0.1% 127-015
Low 126-170 126-160 -0-010 0.0% 126-000
Close 126-180 126-295 0-115 0.3% 126-240
Range 0-110 0-145 0-035 31.8% 1-015
ATR 0-138 0-138 0-001 0.4% 0-000
Volume 980,893 1,206,815 225,922 23.0% 6,240,067
Daily Pivots for day following 23-Aug-2017
Classic Woodie Camarilla DeMark
R4 128-048 127-317 127-055
R3 127-223 127-172 127-015
R2 127-078 127-078 127-002
R1 127-027 127-027 126-308 127-052
PP 126-253 126-253 126-253 126-266
S1 126-202 126-202 126-282 126-228
S2 126-108 126-108 126-268
S3 125-283 126-057 126-255
S4 125-138 125-232 126-215
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
5 127-015 126-110 0-225 0.6% 0-134 0.3% 82% False False 1,155,679
10 127-015 126-000 1-015 0.8% 0-140 0.3% 88% False False 1,206,763
20 127-015 125-175 1-160 1.2% 0-133 0.3% 92% False False 1,199,506
40 127-015 124-255 2-080 1.8% 0-139 0.3% 94% False False 1,255,827
60 127-080 124-255 2-145 1.9% 0-136 0.3% 87% False False 1,232,733
80 127-080 124-120 2-280 2.3% 0-135 0.3% 89% False False 1,010,634
100 127-080 124-010 3-070 2.5% 0-142 0.3% 90% False False 808,891
120 127-080 122-020 5-060 4.1% 0-132 0.3% 94% False False 674,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-281
2.618 128-045
1.618 127-220
1.000 127-130
0.618 127-075
HIGH 126-305
0.618 126-250
0.500 126-232
0.382 126-215
LOW 126-160
0.618 126-070
1.000 126-015
1.618 125-245
2.618 125-100
4.250 124-184
Fisher Pivots for day following 23-Aug-2017
Pivot 1 day 3 day
R1 126-274 126-274
PP 126-253 126-253
S1 126-232 126-232

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

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