ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 18-Jul-2017
Day Change Summary
Previous Current
17-Jul-2017 18-Jul-2017 Change Change % Previous Week
Open 125-080 125-135 0-055 0.1% 124-195
High 125-140 125-260 0-120 0.3% 125-210
Low 125-070 125-110 0-040 0.1% 124-165
Close 125-120 125-245 0-125 0.3% 125-095
Range 0-070 0-150 0-080 114.3% 1-045
ATR 0-124 0-126 0-002 1.5% 0-000
Volume 506 990 484 95.7% 12,258
Daily Pivots for day following 18-Jul-2017
Classic Woodie Camarilla DeMark
R4 127-015 126-280 126-007
R3 126-185 126-130 125-286
R2 126-035 126-035 125-272
R1 125-300 125-300 125-259 126-007
PP 125-205 125-205 125-205 125-219
S1 125-150 125-150 125-231 125-178
S2 125-055 125-055 125-217
S3 124-225 125-000 125-204
S4 124-075 124-170 125-163
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
5 125-260 124-270 0-310 0.8% 0-145 0.4% 95% True False 1,501
10 125-260 124-140 1-120 1.1% 0-129 0.3% 97% True False 2,056
20 126-185 124-140 2-045 1.7% 0-119 0.3% 62% False False 1,252
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-257
2.618 127-013
1.618 126-183
1.000 126-090
0.618 126-033
HIGH 125-260
0.618 125-203
0.500 125-185
0.382 125-167
LOW 125-110
0.618 125-017
1.000 124-280
1.618 124-187
2.618 124-037
4.250 123-113
Fisher Pivots for day following 18-Jul-2017
Pivot 1 day 3 day
R1 125-225 125-205
PP 125-205 125-165
S1 125-185 125-125

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

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