ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 126-085 126-030 -0-055 -0.1% 127-090
High 126-090 126-070 -0-020 0.0% 127-100
Low 126-010 125-300 -0-030 -0.1% 126-055
Close 126-025 125-315 -0-030 -0.1% 126-100
Range 0-080 0-090 0-010 12.5% 1-045
ATR 0-140 0-136 -0-004 -2.5% 0-000
Volume 793,121 1,100,219 307,098 38.7% 5,820,111
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 126-285 126-230 126-045
R3 126-195 126-140 126-020
R2 126-105 126-105 126-012
R1 126-050 126-050 126-003 126-033
PP 126-015 126-015 126-015 126-006
S1 125-280 125-280 125-307 125-262
S2 125-245 125-245 125-299
S3 125-155 125-190 125-290
S4 125-065 125-100 125-265
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
5 126-250 125-300 0-270 0.7% 0-106 0.3% 6% False True 1,104,892
10 127-285 125-300 1-305 1.6% 0-134 0.3% 2% False True 1,210,997
20 127-285 125-300 1-305 1.6% 0-133 0.3% 2% False True 1,209,468
40 127-285 125-045 2-240 2.2% 0-135 0.3% 31% False False 614,443
60 127-285 124-140 3-145 2.7% 0-130 0.3% 45% False False 410,178
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-133
2.618 126-306
1.618 126-216
1.000 126-160
0.618 126-126
HIGH 126-070
0.618 126-036
0.500 126-025
0.382 126-014
LOW 125-300
0.618 125-244
1.000 125-210
1.618 125-154
2.618 125-064
4.250 124-237
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 126-025 126-080
PP 126-015 126-052
S1 126-005 126-023

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

View Archives - Comment on this page... - Back to Index of Symbols