ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 124-235 125-000 0-085 0.2% 124-250
High 125-015 125-035 0-020 0.0% 125-005
Low 124-230 124-280 0-050 0.1% 124-060
Close 125-005 124-300 -0-025 -0.1% 124-190
Range 0-105 0-075 -0-030 -28.6% 0-265
ATR 0-138 0-134 -0-005 -3.3% 0-000
Volume 1,242,395 1,425,885 183,490 14.8% 8,141,429
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 125-217 125-173 125-021
R3 125-142 125-098 125-001
R2 125-067 125-067 124-314
R1 125-023 125-023 124-307 125-008
PP 124-312 124-312 124-312 124-304
S1 124-268 124-268 124-293 124-252
S2 124-237 124-237 124-286
S3 124-162 124-193 124-279
S4 124-087 124-118 124-259
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
5 125-035 124-060 0-295 0.7% 0-132 0.3% 81% True False 1,704,842
10 125-160 124-060 1-100 1.1% 0-136 0.3% 57% False False 1,508,394
20 125-255 124-060 1-195 1.3% 0-126 0.3% 47% False False 1,325,021
40 127-285 124-060 3-225 3.0% 0-132 0.3% 20% False False 1,319,908
60 127-285 124-060 3-225 3.0% 0-133 0.3% 20% False False 1,086,791
80 127-285 124-060 3-225 3.0% 0-132 0.3% 20% False False 816,072
100 127-285 124-060 3-225 3.0% 0-125 0.3% 20% False False 652,990
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-021
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 126-034
2.618 125-231
1.618 125-156
1.000 125-110
0.618 125-081
HIGH 125-035
0.618 125-006
0.500 124-318
0.382 124-309
LOW 124-280
0.618 124-234
1.000 124-205
1.618 124-159
2.618 124-084
4.250 123-281
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 124-318 124-270
PP 124-312 124-240
S1 124-306 124-210

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

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