ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 04-Oct-2017
Day Change Summary
Previous Current
03-Oct-2017 04-Oct-2017 Change Change % Previous Week
Open 125-070 125-125 0-055 0.1% 125-240
High 125-130 125-195 0-065 0.2% 126-045
Low 125-015 125-060 0-045 0.1% 125-020
Close 125-105 125-105 0-000 0.0% 125-100
Range 0-115 0-135 0-020 17.4% 1-025
ATR 0-140 0-139 0-000 -0.2% 0-000
Volume 954,985 1,209,896 254,911 26.7% 7,841,565
Daily Pivots for day following 04-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-205 126-130 125-179
R3 126-070 125-315 125-142
R2 125-255 125-255 125-130
R1 125-180 125-180 125-117 125-150
PP 125-120 125-120 125-120 125-105
S1 125-045 125-045 125-093 125-015
S2 124-305 124-305 125-080
S3 124-170 124-230 125-068
S4 124-035 124-095 125-031
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 128-237 128-033 125-290
R3 127-212 127-008 125-195
R2 126-187 126-187 125-163
R1 125-303 125-303 125-132 125-232
PP 125-162 125-162 125-162 125-126
S1 124-278 124-278 125-068 124-208
S2 124-137 124-137 125-037
S3 123-112 123-253 125-005
S4 122-087 122-228 124-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-200 124-300 0-220 0.5% 0-138 0.3% 57% False False 1,393,483
10 126-045 124-300 1-065 1.0% 0-135 0.3% 32% False False 1,384,897
20 127-285 124-300 2-305 2.4% 0-137 0.3% 13% False False 1,304,040
40 127-285 124-300 2-305 2.4% 0-137 0.3% 13% False False 997,758
60 127-285 124-270 3-015 2.4% 0-134 0.3% 16% False False 666,512
80 127-285 124-140 3-145 2.8% 0-127 0.3% 26% False False 500,107
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 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-129
2.618 126-228
1.618 126-093
1.000 126-010
0.618 125-278
HIGH 125-195
0.618 125-143
0.500 125-128
0.382 125-112
LOW 125-060
0.618 124-297
1.000 124-245
1.618 124-162
2.618 124-027
4.250 123-126
Fisher Pivots for day following 04-Oct-2017
Pivot 1 day 3 day
R1 125-128 125-099
PP 125-120 125-093
S1 125-112 125-088

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

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