ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 126-255 126-260 0-005 0.0% 127-165
High 126-260 126-265 0-005 0.0% 127-175
Low 126-150 126-165 0-015 0.0% 126-150
Close 126-220 126-190 -0-030 -0.1% 126-190
Range 0-110 0-100 -0-010 -9.1% 1-025
ATR 0-143 0-140 -0-003 -2.1% 0-000
Volume 10,961 9,070 -1,891 -17.3% 67,872
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-187 127-128 126-245
R3 127-087 127-028 126-218
R2 126-307 126-307 126-208
R1 126-248 126-248 126-199 126-228
PP 126-207 126-207 126-207 126-196
S1 126-148 126-148 126-181 126-128
S2 126-107 126-107 126-172
S3 126-007 126-048 126-163
S4 125-227 125-268 126-135
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 130-033 129-137 127-060
R3 129-008 128-112 126-285
R2 127-303 127-303 126-253
R1 127-087 127-087 126-222 127-023
PP 126-278 126-278 126-278 126-246
S1 126-062 126-062 126-158 125-318
S2 125-253 125-253 126-127
S3 124-228 125-037 126-095
S4 123-203 124-012 126-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-175 126-150 1-025 0.9% 0-118 0.3% 12% False False 13,574
10 128-035 126-150 1-205 1.3% 0-150 0.4% 8% False False 35,265
20 128-035 126-150 1-205 1.3% 0-131 0.3% 8% False False 725,558
40 128-035 125-155 2-200 2.1% 0-135 0.3% 42% False False 957,589
60 128-035 124-255 3-100 2.6% 0-136 0.3% 54% False False 1,073,692
80 128-035 124-255 3-100 2.6% 0-134 0.3% 54% False False 1,120,347
100 128-035 124-120 3-235 2.9% 0-134 0.3% 59% False False 909,849
120 128-035 123-235 4-120 3.5% 0-140 0.3% 65% False False 758,425
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128-050
2.618 127-207
1.618 127-107
1.000 127-045
0.618 127-007
HIGH 126-265
0.618 126-227
0.500 126-215
0.382 126-203
LOW 126-165
0.618 126-103
1.000 126-065
1.618 126-003
2.618 125-223
4.250 125-060
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 126-215 126-240
PP 126-207 126-223
S1 126-198 126-207

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

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