ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 125-290 126-110 0-140 0.3% 125-240
High 126-120 126-175 0-055 0.1% 126-175
Low 125-280 126-075 0-115 0.3% 125-175
Close 126-080 126-160 0-080 0.2% 126-160
Range 0-160 0-100 -0-060 -37.5% 1-000
ATR 0-130 0-128 -0-002 -1.6% 0-000
Volume 21,653 22,564 911 4.2% 70,341
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-117 127-078 126-215
R3 127-017 126-298 126-188
R2 126-237 126-237 126-178
R1 126-198 126-198 126-169 126-218
PP 126-137 126-137 126-137 126-146
S1 126-098 126-098 126-151 126-118
S2 126-037 126-037 126-142
S3 125-257 125-318 126-132
S4 125-157 125-218 126-105
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 129-063 128-272 127-016
R3 128-063 127-272 126-248
R2 127-063 127-063 126-219
R1 126-272 126-272 126-189 127-008
PP 126-063 126-063 126-063 126-091
S1 125-272 125-272 126-131 126-008
S2 125-063 125-063 126-101
S3 124-063 124-272 126-072
S4 123-063 123-272 125-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-175 125-175 1-000 0.8% 0-115 0.3% 95% True False 14,068
10 126-175 125-105 1-070 1.0% 0-121 0.3% 96% True False 10,549
20 126-175 125-045 1-130 1.1% 0-123 0.3% 97% True False 6,501
40 126-185 124-140 2-045 1.7% 0-120 0.3% 96% False False 3,846
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0-024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-280
2.618 127-117
1.618 127-017
1.000 126-275
0.618 126-237
HIGH 126-175
0.618 126-137
0.500 126-125
0.382 126-113
LOW 126-075
0.618 126-013
1.000 125-295
1.618 125-233
2.618 125-133
4.250 124-290
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 126-148 126-127
PP 126-137 126-093
S1 126-125 126-060

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

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