ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 09-Aug-2017
Day Change Summary
Previous Current
08-Aug-2017 09-Aug-2017 Change Change % Previous Week
Open 125-265 125-265 0-000 0.0% 125-200
High 125-280 126-075 0-115 0.3% 126-040
Low 125-175 125-265 0-090 0.2% 125-105
Close 125-215 126-005 0-110 0.3% 125-240
Range 0-105 0-130 0-025 23.8% 0-255
ATR 0-124 0-128 0-004 3.3% 0-000
Volume 6,657 11,431 4,774 71.7% 35,156
Daily Pivots for day following 09-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-078 127-012 126-077
R3 126-268 126-202 126-041
R2 126-138 126-138 126-029
R1 126-072 126-072 126-017 126-105
PP 126-008 126-008 126-008 126-025
S1 125-262 125-262 125-313 125-295
S2 125-198 125-198 125-301
S3 125-068 125-132 125-289
S4 124-258 125-002 125-253
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
5 126-075 125-175 0-220 0.5% 0-121 0.3% 68% True False 9,893
10 126-075 125-070 1-005 0.8% 0-120 0.3% 78% True False 6,903
20 126-075 124-285 1-110 1.1% 0-127 0.3% 84% True False 4,431
40 126-245 124-140 2-105 1.8% 0-120 0.3% 68% False False 2,741
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 0-026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-308
2.618 127-095
1.618 126-285
1.000 126-205
0.618 126-155
HIGH 126-075
0.618 126-025
0.500 126-010
0.382 125-315
LOW 125-265
0.618 125-185
1.000 125-135
1.618 125-055
2.618 124-245
4.250 124-032
Fisher Pivots for day following 09-Aug-2017
Pivot 1 day 3 day
R1 126-010 125-312
PP 126-008 125-298
S1 126-007 125-285

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

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