ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 125-025 125-110 0-085 0.2% 125-230
High 125-160 125-135 -0-025 -0.1% 125-235
Low 125-025 124-250 -0-095 -0.2% 124-250
Close 125-085 124-265 -0-140 -0.3% 124-265
Range 0-135 0-205 0-070 51.8% 0-305
ATR 0-127 0-133 0-006 4.4% 0-000
Volume 1,499,271 1,715,638 216,367 14.4% 6,502,565
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-298 126-167 125-058
R3 126-093 125-282 125-001
R2 125-208 125-208 124-303
R1 125-077 125-077 124-284 125-040
PP 125-003 125-003 125-003 124-305
S1 124-192 124-192 124-246 124-155
S2 124-118 124-118 124-227
S3 123-233 123-307 124-209
S4 123-028 123-102 124-152
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 127-312 127-113 125-113
R3 127-007 126-128 125-029
R2 126-022 126-022 125-001
R1 125-143 125-143 124-293 125-090
PP 125-037 125-037 125-037 125-010
S1 124-158 124-158 124-237 124-105
S2 124-052 124-052 124-209
S3 123-067 123-173 124-181
S4 122-082 122-188 124-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-235 124-250 0-305 0.8% 0-136 0.3% 5% False True 1,300,513
10 125-255 124-250 1-005 0.8% 0-121 0.3% 5% False True 1,167,943
20 126-045 124-225 1-140 1.2% 0-131 0.3% 9% False False 1,290,476
40 127-285 124-225 3-060 2.6% 0-134 0.3% 4% False False 1,315,630
60 127-285 124-225 3-060 2.6% 0-132 0.3% 4% False False 907,412
80 127-285 124-140 3-145 2.8% 0-131 0.3% 11% False False 681,068
100 127-285 124-140 3-145 2.8% 0-121 0.3% 11% False False 544,893
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 0-017
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 128-046
2.618 127-032
1.618 126-147
1.000 126-020
0.618 125-262
HIGH 125-135
0.618 125-057
0.500 125-033
0.382 125-008
LOW 124-250
0.618 124-123
1.000 124-045
1.618 123-238
2.618 123-033
4.250 122-019
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 125-033 125-045
PP 125-003 125-012
S1 124-294 124-298

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

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