ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 125-245 126-020 0-095 0.2% 125-200
High 126-040 126-030 -0-010 0.0% 126-040
Low 125-235 125-185 -0-050 -0.1% 125-105
Close 126-010 125-240 -0-090 -0.2% 125-240
Range 0-125 0-165 0-040 32.0% 0-255
ATR 0-126 0-129 0-003 2.2% 0-000
Volume 13,060 10,281 -2,779 -21.3% 35,156
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-113 127-022 126-011
R3 126-268 126-177 125-285
R2 126-103 126-103 125-270
R1 126-012 126-012 125-255 125-295
PP 125-258 125-258 125-258 125-240
S1 125-167 125-167 125-225 125-130
S2 125-093 125-093 125-210
S3 124-248 125-002 125-195
S4 124-083 124-157 125-149
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 128-040 127-235 126-060
R3 127-105 126-300 125-310
R2 126-170 126-170 125-287
R1 126-045 126-045 125-263 126-108
PP 125-235 125-235 125-235 125-266
S1 125-110 125-110 125-217 125-172
S2 124-300 124-300 125-193
S3 124-045 124-175 125-170
S4 123-110 123-240 125-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-040 125-105 0-255 0.6% 0-126 0.3% 53% False False 7,031
10 126-040 125-045 0-315 0.8% 0-140 0.3% 62% False False 5,110
20 126-040 124-165 1-195 1.3% 0-127 0.3% 77% False False 3,597
40 126-245 124-140 2-105 1.9% 0-114 0.3% 56% False False 2,088
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-091
2.618 127-142
1.618 126-297
1.000 126-195
0.618 126-132
HIGH 126-030
0.618 125-287
0.500 125-268
0.382 125-248
LOW 125-185
0.618 125-083
1.000 125-020
1.618 124-238
2.618 124-073
4.250 123-124
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 125-268 125-272
PP 125-258 125-262
S1 125-249 125-251

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

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