ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 01-Aug-2017
Day Change Summary
Previous Current
31-Jul-2017 01-Aug-2017 Change Change % Previous Week
Open 125-200 125-155 -0-045 -0.1% 126-020
High 125-225 125-290 0-065 0.2% 126-020
Low 125-160 125-105 -0-055 -0.1% 125-045
Close 125-175 125-290 0-115 0.3% 125-195
Range 0-065 0-185 0-120 184.7% 0-295
ATR 0-124 0-129 0-004 3.5% 0-000
Volume 2,122 6,536 4,414 208.0% 15,950
Daily Pivots for day following 01-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-143 127-082 126-072
R3 126-278 126-217 126-021
R2 126-093 126-093 126-004
R1 126-032 126-032 125-307 126-063
PP 125-228 125-228 125-228 125-244
S1 125-167 125-167 125-273 125-198
S2 125-043 125-043 125-256
S3 124-178 124-302 125-239
S4 123-313 124-117 125-188
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 128-118 127-292 126-037
R3 127-143 126-317 125-276
R2 126-168 126-168 125-249
R1 126-022 126-022 125-222 125-268
PP 125-193 125-193 125-193 125-156
S1 125-047 125-047 125-168 124-292
S2 124-218 124-218 125-141
S3 123-243 124-072 125-114
S4 122-268 123-097 125-033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-290 125-045 0-245 0.6% 0-139 0.3% 100% True False 3,653
10 126-020 125-045 0-295 0.7% 0-128 0.3% 83% False False 3,170
20 126-020 124-140 1-200 1.3% 0-128 0.3% 90% False False 2,613
40 126-245 124-140 2-105 1.8% 0-111 0.3% 63% False False 1,426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-116
2.618 127-134
1.618 126-269
1.000 126-155
0.618 126-084
HIGH 125-290
0.618 125-219
0.500 125-198
0.382 125-176
LOW 125-105
0.618 124-311
1.000 124-240
1.618 124-126
2.618 123-261
4.250 122-279
Fisher Pivots for day following 01-Aug-2017
Pivot 1 day 3 day
R1 125-259 125-253
PP 125-228 125-217
S1 125-198 125-180

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

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