ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 125-260 125-245 -0-015 0.0% 126-020
High 125-300 126-040 0-060 0.1% 126-020
Low 125-210 125-235 0-025 0.1% 125-045
Close 125-250 126-010 0-080 0.2% 125-195
Range 0-090 0-125 0-035 38.9% 0-295
ATR 0-126 0-126 0-000 0.0% 0-000
Volume 3,157 13,060 9,903 313.7% 15,950
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-043 126-312 126-079
R3 126-238 126-187 126-044
R2 126-113 126-113 126-033
R1 126-062 126-062 126-021 126-088
PP 125-308 125-308 125-308 126-001
S1 125-257 125-257 125-319 125-283
S2 125-183 125-183 125-307
S3 125-058 125-132 125-296
S4 124-253 125-007 125-261
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
5 126-040 125-070 0-290 0.7% 0-120 0.3% 90% True False 5,723
10 126-040 125-045 0-315 0.8% 0-134 0.3% 90% True False 4,271
20 126-040 124-140 1-220 1.3% 0-123 0.3% 94% True False 3,149
40 126-245 124-140 2-105 1.8% 0-111 0.3% 68% False False 1,831
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-251
2.618 127-047
1.618 126-242
1.000 126-165
0.618 126-117
HIGH 126-040
0.618 125-312
0.500 125-298
0.382 125-283
LOW 125-235
0.618 125-158
1.000 125-110
1.618 125-033
2.618 124-228
4.250 124-024
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 125-319 125-298
PP 125-308 125-265
S1 125-298 125-232

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

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