ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 24-Aug-2017
Day Change Summary
Previous Current
23-Aug-2017 24-Aug-2017 Change Change % Previous Week
Open 126-180 126-300 0-120 0.3% 126-240
High 126-305 126-305 0-000 0.0% 127-015
Low 126-160 126-215 0-055 0.1% 126-000
Close 126-295 126-220 -0-075 -0.2% 126-240
Range 0-145 0-090 -0-055 -37.9% 1-015
ATR 0-138 0-135 -0-003 -2.5% 0-000
Volume 1,206,815 1,746,329 539,514 44.7% 6,240,067
Daily Pivots for day following 24-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-197 127-138 126-269
R3 127-107 127-048 126-245
R2 127-017 127-017 126-236
R1 126-278 126-278 126-228 126-262
PP 126-247 126-247 126-247 126-239
S1 126-188 126-188 126-212 126-173
S2 126-157 126-157 126-204
S3 126-067 126-098 126-195
S4 125-297 126-008 126-171
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
5 127-015 126-160 0-175 0.4% 0-120 0.3% 34% False False 1,227,124
10 127-015 126-000 1-015 0.8% 0-134 0.3% 66% False False 1,251,027
20 127-015 125-175 1-160 1.2% 0-131 0.3% 76% False False 1,210,405
40 127-015 124-255 2-080 1.8% 0-138 0.3% 84% False False 1,254,413
60 127-080 124-255 2-145 1.9% 0-136 0.3% 77% False False 1,236,826
80 127-080 124-120 2-280 2.3% 0-135 0.3% 80% False False 1,032,382
100 127-080 124-090 2-310 2.3% 0-140 0.3% 81% False False 826,349
120 127-080 122-020 5-060 4.1% 0-133 0.3% 89% False False 688,634
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 128-047
2.618 127-221
1.618 127-131
1.000 127-075
0.618 127-041
HIGH 126-305
0.618 126-271
0.500 126-260
0.382 126-249
LOW 126-215
0.618 126-159
1.000 126-125
1.618 126-069
2.618 125-299
4.250 125-153
Fisher Pivots for day following 24-Aug-2017
Pivot 1 day 3 day
R1 126-260 126-232
PP 126-247 126-228
S1 126-233 126-224

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

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