ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 126-030 125-305 -0-045 -0.1% 127-090
High 126-070 126-055 -0-015 0.0% 127-100
Low 125-300 125-170 -0-130 -0.3% 126-055
Close 125-315 125-200 -0-115 -0.3% 126-100
Range 0-090 0-205 0-115 127.7% 1-045
ATR 0-136 0-141 0-005 3.6% 0-000
Volume 1,100,219 1,546,871 446,652 40.6% 5,820,111
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-223 127-097 125-313
R3 127-018 126-212 125-256
R2 126-133 126-133 125-238
R1 126-007 126-007 125-219 125-288
PP 125-248 125-248 125-248 125-229
S1 125-122 125-122 125-181 125-083
S2 125-043 125-043 125-162
S3 124-158 124-237 125-144
S4 123-273 124-032 125-087
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
5 126-180 125-170 1-010 0.8% 0-123 0.3% 9% False True 1,207,309
10 127-285 125-170 2-115 1.9% 0-138 0.3% 4% False True 1,223,183
20 127-285 125-170 2-115 1.9% 0-138 0.3% 4% False True 1,276,575
40 127-285 125-045 2-240 2.2% 0-135 0.3% 18% False False 653,020
60 127-285 124-140 3-145 2.7% 0-133 0.3% 34% False False 435,959
80 127-285 124-140 3-145 2.7% 0-119 0.3% 34% False False 326,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 128-286
2.618 127-272
1.618 127-067
1.000 126-260
0.618 126-182
HIGH 126-055
0.618 125-297
0.500 125-273
0.382 125-248
LOW 125-170
0.618 125-043
1.000 124-285
1.618 124-158
2.618 123-273
4.250 122-259
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 125-273 125-290
PP 125-248 125-260
S1 125-224 125-230

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

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