ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 30-Aug-2017
Day Change Summary
Previous Current
29-Aug-2017 30-Aug-2017 Change Change % Previous Week
Open 126-270 126-305 0-035 0.1% 126-125
High 127-105 127-000 -0-105 -0.3% 126-220
Low 126-240 126-230 -0-010 0.0% 126-065
Close 126-300 126-260 -0-040 -0.1% 126-195
Range 0-185 0-090 -0-095 -51.4% 0-155
ATR 0-129 0-127 -0-003 -2.2% 0-000
Volume 1,942,750 1,321,429 -621,321 -32.0% 2,572,070
Daily Pivots for day following 30-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-220 127-170 126-309
R3 127-130 127-080 126-285
R2 127-040 127-040 126-276
R1 126-310 126-310 126-268 126-290
PP 126-270 126-270 126-270 126-260
S1 126-220 126-220 126-252 126-200
S2 126-180 126-180 126-244
S3 126-090 126-130 126-235
S4 126-000 126-040 126-211
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-305 127-245 126-280
R3 127-150 127-090 126-238
R2 126-315 126-315 126-223
R1 126-255 126-255 126-209 126-285
PP 126-160 126-160 126-160 126-175
S1 126-100 126-100 126-181 126-130
S2 126-005 126-005 126-167
S3 125-170 125-265 126-152
S4 125-015 125-110 126-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-105 126-105 1-000 0.8% 0-108 0.3% 48% False False 1,365,811
10 127-105 126-010 1-095 1.0% 0-121 0.3% 60% False False 752,365
20 127-105 125-175 1-250 1.4% 0-126 0.3% 71% False False 385,955
40 127-105 124-140 2-285 2.3% 0-126 0.3% 82% False False 194,328
60 127-105 124-140 2-285 2.3% 0-118 0.3% 82% False False 129,655
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-062
2.618 127-236
1.618 127-146
1.000 127-090
0.618 127-056
HIGH 127-000
0.618 126-286
0.500 126-275
0.382 126-264
LOW 126-230
0.618 126-174
1.000 126-140
1.618 126-084
2.618 125-314
4.250 125-168
Fisher Pivots for day following 30-Aug-2017
Pivot 1 day 3 day
R1 126-275 126-298
PP 126-270 126-285
S1 126-265 126-273

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

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