ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 24-Jul-2017
Day Change Summary
Previous Current
21-Jul-2017 24-Jul-2017 Change Change % Previous Week
Open 125-285 126-020 0-055 0.1% 125-080
High 126-010 126-020 0-010 0.0% 126-010
Low 125-225 125-245 0-020 0.0% 125-070
Close 125-315 125-265 -0-050 -0.1% 125-315
Range 0-105 0-095 -0-010 -9.5% 0-260
ATR 0-118 0-117 -0-002 -1.4% 0-000
Volume 1,891 2,548 657 34.7% 8,591
Daily Pivots for day following 24-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-248 126-192 125-317
R3 126-153 126-097 125-291
R2 126-058 126-058 125-282
R1 126-002 126-002 125-274 125-302
PP 125-283 125-283 125-283 125-274
S1 125-227 125-227 125-256 125-207
S2 125-188 125-188 125-248
S3 125-093 125-132 125-239
S4 124-318 125-037 125-213
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 128-058 127-287 126-138
R3 127-118 127-027 126-067
R2 126-178 126-178 126-043
R1 126-087 126-087 126-019 126-133
PP 125-238 125-238 125-238 125-261
S1 125-147 125-147 125-291 125-193
S2 124-298 124-298 125-267
S3 124-038 124-207 125-244
S4 123-098 123-267 125-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-020 125-110 0-230 0.6% 0-101 0.3% 67% True False 2,126
10 126-020 124-165 1-175 1.2% 0-118 0.3% 85% True False 2,166
20 126-185 124-140 2-045 1.7% 0-121 0.3% 65% False False 1,647
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-104
2.618 126-269
1.618 126-174
1.000 126-115
0.618 126-079
HIGH 126-020
0.618 125-304
0.500 125-292
0.382 125-281
LOW 125-245
0.618 125-186
1.000 125-150
1.618 125-091
2.618 124-316
4.250 124-161
Fisher Pivots for day following 24-Jul-2017
Pivot 1 day 3 day
R1 125-292 125-272
PP 125-283 125-270
S1 125-274 125-267

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

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