ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 126-160 126-160 0-000 0.0% 127-090
High 126-180 126-180 0-000 0.0% 127-100
Low 126-055 126-065 0-010 0.0% 126-055
Close 126-130 126-100 -0-030 -0.1% 126-100
Range 0-125 0-115 -0-010 -8.0% 1-045
ATR 0-146 0-144 -0-002 -1.5% 0-000
Volume 1,469,070 1,127,267 -341,803 -23.3% 5,820,111
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-140 127-075 126-163
R3 127-025 126-280 126-132
R2 126-230 126-230 126-121
R1 126-165 126-165 126-111 126-140
PP 126-115 126-115 126-115 126-102
S1 126-050 126-050 126-089 126-025
S2 126-000 126-000 126-079
S3 125-205 125-255 126-068
S4 125-090 125-140 126-037
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 130-007 129-098 126-301
R3 128-282 128-053 126-200
R2 127-237 127-237 126-167
R1 127-008 127-008 126-133 126-260
PP 126-192 126-192 126-192 126-158
S1 125-283 125-283 126-067 125-215
S2 125-147 125-147 126-033
S3 124-102 124-238 126-000
S4 123-057 123-193 125-219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-100 126-055 1-045 0.9% 0-129 0.3% 12% False False 1,164,022
10 127-285 126-055 1-230 1.4% 0-160 0.4% 8% False False 1,355,575
20 127-285 126-055 1-230 1.4% 0-137 0.3% 8% False False 1,120,305
40 127-285 125-045 2-240 2.2% 0-136 0.3% 43% False False 567,220
60 127-285 124-140 3-145 2.7% 0-129 0.3% 54% False False 378,624
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-036
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128-029
2.618 127-161
1.618 127-046
1.000 126-295
0.618 126-251
HIGH 126-180
0.618 126-136
0.500 126-122
0.382 126-109
LOW 126-065
0.618 125-314
1.000 125-270
1.618 125-199
2.618 125-084
4.250 124-216
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 126-122 126-153
PP 126-115 126-135
S1 126-107 126-118

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

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