ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 125-045 125-040 -0-005 0.0% 125-075
High 125-140 125-115 -0-025 -0.1% 125-195
Low 125-005 125-020 0-015 0.0% 124-225
Close 125-085 125-075 -0-010 0.0% 125-010
Range 0-135 0-095 -0-040 -29.6% 0-290
ATR 0-134 0-131 -0-003 -2.1% 0-000
Volume 1,217,966 1,123,947 -94,019 -7.7% 6,288,537
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-035 125-310 125-127
R3 125-260 125-215 125-101
R2 125-165 125-165 125-092
R1 125-120 125-120 125-084 125-143
PP 125-070 125-070 125-070 125-081
S1 125-025 125-025 125-066 125-048
S2 124-295 124-295 125-058
S3 124-200 124-250 125-049
S4 124-105 124-155 125-023
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 127-267 127-108 125-170
R3 126-297 126-138 125-090
R2 126-007 126-007 125-063
R1 125-168 125-168 125-037 125-103
PP 125-037 125-037 125-037 125-004
S1 124-198 124-198 124-303 124-132
S2 124-067 124-067 124-277
S3 123-097 123-228 124-250
S4 122-127 122-258 124-171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-140 124-225 0-235 0.6% 0-113 0.3% 72% False False 1,078,406
10 125-200 124-225 0-295 0.7% 0-126 0.3% 58% False False 1,235,944
20 126-180 124-225 1-275 1.5% 0-127 0.3% 29% False False 1,263,877
40 127-285 124-225 3-060 2.5% 0-135 0.3% 17% False False 1,129,354
60 127-285 124-225 3-060 2.5% 0-131 0.3% 17% False False 756,254
80 127-285 124-140 3-145 2.8% 0-128 0.3% 23% False False 567,503
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-199
2.618 126-044
1.618 125-269
1.000 125-210
0.618 125-174
HIGH 125-115
0.618 125-079
0.500 125-068
0.382 125-056
LOW 125-020
0.618 124-281
1.000 124-245
1.618 124-186
2.618 124-091
4.250 123-256
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 125-073 125-073
PP 125-070 125-070
S1 125-068 125-068

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

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