ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 125-040 125-080 0-040 0.1% 124-195
High 125-210 125-140 -0-070 -0.2% 125-210
Low 124-310 125-070 0-080 0.2% 124-165
Close 125-095 125-120 0-025 0.1% 125-095
Range 0-220 0-070 -0-150 -68.2% 1-045
ATR 0-128 0-124 -0-004 -3.2% 0-000
Volume 1,597 506 -1,091 -68.3% 12,258
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-000 125-290 125-158
R3 125-250 125-220 125-139
R2 125-180 125-180 125-133
R1 125-150 125-150 125-126 125-165
PP 125-110 125-110 125-110 125-118
S1 125-080 125-080 125-114 125-095
S2 125-040 125-040 125-107
S3 124-290 125-010 125-101
S4 124-220 124-260 125-082
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 128-185 128-025 125-296
R3 127-140 126-300 125-195
R2 126-095 126-095 125-162
R1 125-255 125-255 125-128 126-015
PP 125-050 125-050 125-050 125-090
S1 124-210 124-210 125-062 124-290
S2 124-005 124-005 125-028
S3 122-280 123-165 124-315
S4 121-235 122-120 124-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-210 124-165 1-045 0.9% 0-135 0.3% 75% False False 2,206
10 125-210 124-140 1-070 1.0% 0-132 0.3% 77% False False 1,963
20 126-185 124-140 2-045 1.7% 0-118 0.3% 44% False False 1,214
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-117
2.618 126-003
1.618 125-253
1.000 125-210
0.618 125-183
HIGH 125-140
0.618 125-113
0.500 125-105
0.382 125-097
LOW 125-070
0.618 125-027
1.000 125-000
1.618 124-277
2.618 124-207
4.250 124-093
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 125-115 125-109
PP 125-110 125-098
S1 125-105 125-088

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

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