ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 18-Aug-2017
Day Change Summary
Previous Current
17-Aug-2017 18-Aug-2017 Change Change % Previous Week
Open 126-070 126-160 0-090 0.2% 126-135
High 126-170 126-240 0-070 0.2% 126-240
Low 126-010 126-085 0-075 0.2% 125-215
Close 126-135 126-145 0-010 0.0% 126-145
Range 0-160 0-155 -0-005 -3.1% 1-025
ATR 0-136 0-138 0-001 1.0% 0-000
Volume 57,610 67,693 10,083 17.5% 227,088
Daily Pivots for day following 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-302 127-218 126-230
R3 127-147 127-063 126-188
R2 126-312 126-312 126-173
R1 126-228 126-228 126-159 126-192
PP 126-157 126-157 126-157 126-139
S1 126-073 126-073 126-131 126-037
S2 126-002 126-002 126-117
S3 125-167 125-238 126-102
S4 125-012 125-083 126-060
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 129-168 129-022 127-015
R3 128-143 127-317 126-240
R2 127-118 127-118 126-208
R1 126-292 126-292 126-177 127-045
PP 126-093 126-093 126-093 126-130
S1 125-267 125-267 126-113 126-020
S2 125-068 125-068 126-082
S3 124-043 124-242 126-050
S4 123-018 123-217 125-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-240 125-215 1-025 0.9% 0-153 0.4% 72% True False 45,417
10 126-240 125-175 1-065 1.0% 0-134 0.3% 75% True False 29,742
20 126-240 125-045 1-195 1.3% 0-137 0.3% 82% True False 17,426
40 126-240 124-140 2-100 1.8% 0-128 0.3% 87% True False 9,473
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 0-029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-259
2.618 128-006
1.618 127-171
1.000 127-075
0.618 127-016
HIGH 126-240
0.618 126-181
0.500 126-162
0.382 126-144
LOW 126-085
0.618 125-309
1.000 125-250
1.618 125-154
2.618 124-319
4.250 124-066
Fisher Pivots for day following 18-Aug-2017
Pivot 1 day 3 day
R1 126-162 126-119
PP 126-157 126-093
S1 126-151 126-068

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

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