ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 126-145 126-100 -0-045 -0.1% 127-165
High 126-160 126-140 -0-020 0.0% 127-175
Low 126-080 126-095 0-015 0.0% 126-150
Close 126-090 126-110 0-020 0.0% 126-190
Range 0-080 0-045 -0-035 -43.8% 1-025
ATR 0-131 0-126 -0-006 -4.4% 0-000
Volume 20,428 9,392 -11,036 -54.0% 67,872
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 126-250 126-225 126-135
R3 126-205 126-180 126-122
R2 126-160 126-160 126-118
R1 126-135 126-135 126-114 126-148
PP 126-115 126-115 126-115 126-121
S1 126-090 126-090 126-106 126-103
S2 126-070 126-070 126-102
S3 126-025 126-045 126-098
S4 125-300 126-000 126-085
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
5 126-265 126-080 0-185 0.5% 0-081 0.2% 16% False False 10,926
10 128-035 126-080 1-275 1.5% 0-112 0.3% 5% False False 14,952
20 128-035 126-080 1-275 1.5% 0-123 0.3% 5% False False 568,164
40 128-035 125-155 2-200 2.1% 0-129 0.3% 33% False False 888,267
60 128-035 124-255 3-100 2.6% 0-135 0.3% 47% False False 1,033,595
80 128-035 124-255 3-100 2.6% 0-133 0.3% 47% False False 1,070,810
100 128-035 124-120 3-235 3.0% 0-133 0.3% 53% False False 910,082
120 128-035 123-250 4-105 3.4% 0-138 0.3% 59% False False 758,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 127-011
2.618 126-258
1.618 126-213
1.000 126-185
0.618 126-168
HIGH 126-140
0.618 126-123
0.500 126-118
0.382 126-112
LOW 126-095
0.618 126-067
1.000 126-050
1.618 126-022
2.618 125-297
4.250 125-224
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 126-118 126-130
PP 126-115 126-123
S1 126-113 126-117

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

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