ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 30-Aug-2017
Day Change Summary
Previous Current
29-Aug-2017 30-Aug-2017 Change Change % Previous Week
Open 127-010 127-065 0-055 0.1% 126-230
High 127-190 127-075 -0-115 -0.3% 126-305
Low 127-010 126-315 -0-015 0.0% 126-160
Close 127-060 127-025 -0-035 -0.1% 126-280
Range 0-180 0-080 -0-100 -55.6% 0-145
ATR 0-132 0-128 -0-004 -2.8% 0-000
Volume 2,641,883 1,221,758 -1,420,125 -53.8% 6,746,046
Daily Pivots for day following 30-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-272 127-228 127-069
R3 127-192 127-148 127-047
R2 127-112 127-112 127-040
R1 127-068 127-068 127-032 127-050
PP 127-032 127-032 127-032 127-023
S1 126-308 126-308 127-018 126-290
S2 126-272 126-272 127-010
S3 126-192 126-228 127-003
S4 126-112 126-148 126-301
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
5 127-190 126-200 0-310 0.8% 0-104 0.3% 47% False False 1,903,433
10 127-190 126-110 1-080 1.0% 0-119 0.3% 59% False False 1,529,556
20 127-190 125-290 1-220 1.3% 0-128 0.3% 69% False False 1,345,203
40 127-190 124-255 2-255 2.2% 0-131 0.3% 82% False False 1,286,750
60 127-190 124-255 2-255 2.2% 0-134 0.3% 82% False False 1,287,207
80 127-190 124-120 3-070 2.5% 0-134 0.3% 84% False False 1,129,241
100 127-190 124-090 3-100 2.6% 0-137 0.3% 84% False False 904,039
120 127-190 122-020 5-170 4.4% 0-137 0.3% 91% False False 753,391
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-095
2.618 127-284
1.618 127-204
1.000 127-155
0.618 127-124
HIGH 127-075
0.618 127-044
0.500 127-035
0.382 127-026
LOW 126-315
0.618 126-266
1.000 126-235
1.618 126-186
2.618 126-106
4.250 125-295
Fisher Pivots for day following 30-Aug-2017
Pivot 1 day 3 day
R1 127-035 127-063
PP 127-032 127-050
S1 127-028 127-037

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

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