ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 25-Aug-2017
Day Change Summary
Previous Current
24-Aug-2017 25-Aug-2017 Change Change % Previous Week
Open 126-300 126-215 -0-085 -0.2% 126-230
High 126-305 126-305 0-000 0.0% 126-305
Low 126-215 126-200 -0-015 0.0% 126-160
Close 126-220 126-280 0-060 0.1% 126-280
Range 0-090 0-105 0-015 16.7% 0-145
ATR 0-135 0-133 -0-002 -1.6% 0-000
Volume 1,746,329 1,954,747 208,418 11.9% 6,746,046
Daily Pivots for day following 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-257 127-213 127-018
R3 127-152 127-108 126-309
R2 127-047 127-047 126-299
R1 127-003 127-003 126-290 127-025
PP 126-262 126-262 126-262 126-272
S1 126-218 126-218 126-270 126-240
S2 126-157 126-157 126-261
S3 126-052 126-113 126-251
S4 125-267 126-008 126-222
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 128-043 127-307 127-040
R3 127-218 127-162 127-000
R2 127-073 127-073 126-307
R1 127-017 127-017 126-293 127-045
PP 126-248 126-248 126-248 126-262
S1 126-192 126-192 126-267 126-220
S2 126-103 126-103 126-253
S3 125-278 126-047 126-240
S4 125-133 125-222 126-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-305 126-160 0-145 0.4% 0-110 0.3% 83% True False 1,349,209
10 127-015 126-000 1-015 0.8% 0-134 0.3% 84% False False 1,298,611
20 127-015 125-215 1-120 1.1% 0-129 0.3% 87% False False 1,246,503
40 127-015 124-255 2-080 1.8% 0-135 0.3% 92% False False 1,255,384
60 127-080 124-255 2-145 1.9% 0-136 0.3% 85% False False 1,249,658
80 127-080 124-120 2-280 2.3% 0-134 0.3% 87% False False 1,056,756
100 127-080 124-090 2-310 2.3% 0-140 0.3% 87% False False 845,890
120 127-080 122-020 5-060 4.1% 0-134 0.3% 93% False False 704,924
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-111
2.618 127-260
1.618 127-155
1.000 127-090
0.618 127-050
HIGH 126-305
0.618 126-265
0.500 126-252
0.382 126-240
LOW 126-200
0.618 126-135
1.000 126-095
1.618 126-030
2.618 125-245
4.250 125-074
Fisher Pivots for day following 25-Aug-2017
Pivot 1 day 3 day
R1 126-271 126-264
PP 126-262 126-248
S1 126-252 126-232

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

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