ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 126-135 126-060 -0-075 -0.2% 125-240
High 126-145 126-060 -0-085 -0.2% 126-175
Low 126-045 125-220 -0-145 -0.4% 125-175
Close 126-075 125-265 -0-130 -0.3% 126-160
Range 0-100 0-160 0-060 60.0% 1-000
ATR 0-127 0-130 0-003 2.7% 0-000
Volume 29,812 42,733 12,921 43.3% 70,341
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-128 127-037 126-033
R3 126-288 126-197 125-309
R2 126-128 126-128 125-294
R1 126-037 126-037 125-280 126-002
PP 125-288 125-288 125-288 125-271
S1 125-197 125-197 125-250 125-162
S2 125-128 125-128 125-236
S3 124-288 125-037 125-221
S4 124-128 124-197 125-177
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
5 126-175 125-220 0-275 0.7% 0-130 0.3% 16% False True 25,638
10 126-175 125-175 1-000 0.8% 0-122 0.3% 28% False False 16,938
20 126-175 125-045 1-130 1.1% 0-125 0.3% 49% False False 10,054
40 126-185 124-140 2-045 1.7% 0-122 0.3% 65% False False 5,653
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 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-100
2.618 127-159
1.618 126-319
1.000 126-220
0.618 126-159
HIGH 126-060
0.618 125-319
0.500 125-300
0.382 125-281
LOW 125-220
0.618 125-121
1.000 125-060
1.618 124-281
2.618 124-121
4.250 123-180
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 125-300 126-038
PP 125-288 126-007
S1 125-277 125-296

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

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