ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary
Previous Current
23-Oct-2017 24-Oct-2017 Change Change % Previous Week
Open 124-250 124-310 0-060 0.2% 125-230
High 125-000 125-005 0-005 0.0% 125-235
Low 124-230 124-180 -0-050 -0.1% 124-250
Close 124-295 124-235 -0-060 -0.2% 124-265
Range 0-090 0-145 0-055 61.1% 0-305
ATR 0-130 0-131 0-001 0.8% 0-000
Volume 931,547 1,353,951 422,404 45.3% 6,502,565
Daily Pivots for day following 24-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-042 125-283 124-315
R3 125-217 125-138 124-275
R2 125-072 125-072 124-262
R1 124-313 124-313 124-248 124-280
PP 124-247 124-247 124-247 124-230
S1 124-168 124-168 124-222 124-135
S2 124-102 124-102 124-208
S3 123-277 124-023 124-195
S4 123-132 123-198 124-155
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
5 125-160 124-180 0-300 0.8% 0-140 0.4% 18% False True 1,311,946
10 125-255 124-180 1-075 1.0% 0-125 0.3% 14% False True 1,249,823
20 125-305 124-180 1-125 1.1% 0-131 0.3% 12% False True 1,287,421
40 127-285 124-180 3-105 2.7% 0-136 0.3% 5% False True 1,306,493
60 127-285 124-180 3-105 2.7% 0-132 0.3% 5% False True 945,406
80 127-285 124-140 3-145 2.8% 0-131 0.3% 9% False False 709,627
100 127-285 124-140 3-145 2.8% 0-122 0.3% 9% False False 567,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-301
2.618 126-065
1.618 125-240
1.000 125-150
0.618 125-095
HIGH 125-005
0.618 124-270
0.500 124-252
0.382 124-235
LOW 124-180
0.618 124-090
1.000 124-035
1.618 123-265
2.618 123-120
4.250 122-204
Fisher Pivots for day following 24-Oct-2017
Pivot 1 day 3 day
R1 124-252 124-318
PP 124-247 124-290
S1 124-241 124-263

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

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