ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 125-215 125-220 0-005 0.0% 124-195
High 125-265 125-295 0-030 0.1% 125-210
Low 125-200 125-205 0-005 0.0% 124-165
Close 125-225 125-230 0-005 0.0% 125-095
Range 0-065 0-090 0-025 38.5% 1-045
ATR 0-121 0-119 -0-002 -1.8% 0-000
Volume 3,371 1,833 -1,538 -45.6% 12,258
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-193 126-142 125-280
R3 126-103 126-052 125-255
R2 126-013 126-013 125-247
R1 125-282 125-282 125-238 125-308
PP 125-243 125-243 125-243 125-256
S1 125-192 125-192 125-222 125-218
S2 125-153 125-153 125-214
S3 125-063 125-102 125-205
S4 124-293 125-012 125-181
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
5 125-295 124-310 0-305 0.8% 0-119 0.3% 79% True False 1,659
10 125-295 124-140 1-155 1.2% 0-112 0.3% 86% True False 2,027
20 126-185 124-140 2-045 1.7% 0-116 0.3% 60% False False 1,430
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-038
2.618 126-211
1.618 126-121
1.000 126-065
0.618 126-031
HIGH 125-295
0.618 125-261
0.500 125-250
0.382 125-239
LOW 125-205
0.618 125-149
1.000 125-115
1.618 125-059
2.618 124-289
4.250 124-142
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 125-250 125-221
PP 125-243 125-212
S1 125-237 125-203

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

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