ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 125-260 126-070 0-130 0.3% 125-240
High 126-085 126-170 0-085 0.2% 126-175
Low 125-215 126-010 0-115 0.3% 125-175
Close 126-065 126-135 0-070 0.2% 126-160
Range 0-190 0-160 -0-030 -15.8% 1-000
ATR 0-135 0-136 0-002 1.3% 0-000
Volume 29,240 57,610 28,370 97.0% 70,341
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-265 127-200 126-223
R3 127-105 127-040 126-179
R2 126-265 126-265 126-164
R1 126-200 126-200 126-150 126-233
PP 126-105 126-105 126-105 126-121
S1 126-040 126-040 126-120 126-073
S2 125-265 125-265 126-106
S3 125-105 125-200 126-091
S4 124-265 125-040 126-047
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
5 126-175 125-215 0-280 0.7% 0-142 0.4% 86% False False 36,391
10 126-175 125-175 1-000 0.8% 0-135 0.3% 88% False False 24,001
20 126-175 125-045 1-130 1.1% 0-134 0.3% 91% False False 14,136
40 126-185 124-140 2-045 1.7% 0-125 0.3% 93% False False 7,783
Crabel Price Patterns
NR True
NR4 False
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-210
2.618 127-269
1.618 127-109
1.000 127-010
0.618 126-269
HIGH 126-170
0.618 126-109
0.500 126-090
0.382 126-071
LOW 126-010
0.618 125-231
1.000 125-170
1.618 125-071
2.618 124-231
4.250 123-290
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 126-120 126-101
PP 126-105 126-067
S1 126-090 126-033

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

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