ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 124-095 124-235 0-140 0.4% 124-250
High 124-240 125-015 0-095 0.2% 125-005
Low 124-065 124-230 0-165 0.4% 124-060
Close 124-190 125-005 0-135 0.3% 124-190
Range 0-175 0-105 -0-070 -40.0% 0-265
ATR 0-138 0-138 0-001 0.4% 0-000
Volume 2,067,719 1,242,395 -825,324 -39.9% 8,141,429
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 125-292 125-253 125-063
R3 125-187 125-148 125-034
R2 125-082 125-082 125-024
R1 125-043 125-043 125-015 125-062
PP 124-297 124-297 124-297 124-306
S1 124-258 124-258 124-315 124-278
S2 124-192 124-192 124-306
S3 124-087 124-153 124-296
S4 123-302 124-048 124-267
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 127-027 126-213 125-016
R3 126-082 125-268 124-263
R2 125-137 125-137 124-239
R1 125-003 125-003 124-214 124-258
PP 124-192 124-192 124-192 124-159
S1 124-058 124-058 124-166 123-313
S2 123-247 123-247 124-141
S3 122-302 123-113 124-117
S4 122-037 122-168 124-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-015 124-060 0-275 0.7% 0-146 0.4% 96% True False 1,690,455
10 125-165 124-060 1-105 1.1% 0-138 0.3% 62% False False 1,474,563
20 125-255 124-060 1-195 1.3% 0-128 0.3% 51% False False 1,301,476
40 127-285 124-060 3-225 3.0% 0-136 0.3% 22% False False 1,328,634
60 127-285 124-060 3-225 3.0% 0-133 0.3% 22% False False 1,063,161
80 127-285 124-060 3-225 3.0% 0-131 0.3% 22% False False 798,270
100 127-285 124-060 3-225 3.0% 0-125 0.3% 22% False False 638,732
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-141
2.618 125-290
1.618 125-185
1.000 125-120
0.618 125-080
HIGH 125-015
0.618 124-295
0.500 124-283
0.382 124-270
LOW 124-230
0.618 124-165
1.000 124-125
1.618 124-060
2.618 123-275
4.250 123-104
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 124-311 124-283
PP 124-297 124-242
S1 124-283 124-200

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

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