ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 125-000 124-280 -0-040 -0.1% 124-250
High 125-035 125-045 0-010 0.0% 125-005
Low 124-280 124-230 -0-050 -0.1% 124-060
Close 124-300 124-290 -0-010 0.0% 124-190
Range 0-075 0-135 0-060 79.9% 0-265
ATR 0-134 0-134 0-000 0.1% 0-000
Volume 1,425,885 1,387,569 -38,316 -2.7% 8,141,429
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-060 125-310 125-044
R3 125-245 125-175 125-007
R2 125-110 125-110 124-315
R1 125-040 125-040 124-302 125-075
PP 124-295 124-295 124-295 124-313
S1 124-225 124-225 124-278 124-260
S2 124-160 124-160 124-265
S3 124-025 124-090 124-253
S4 123-210 123-275 124-216
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
5 125-045 124-065 0-300 0.8% 0-127 0.3% 75% True False 1,577,346
10 125-160 124-060 1-100 1.1% 0-137 0.3% 55% False False 1,541,218
20 125-255 124-060 1-195 1.3% 0-126 0.3% 45% False False 1,333,904
40 127-285 124-060 3-225 3.0% 0-131 0.3% 19% False False 1,318,972
60 127-285 124-060 3-225 3.0% 0-133 0.3% 19% False False 1,109,807
80 127-285 124-060 3-225 3.0% 0-132 0.3% 19% False False 833,360
100 127-285 124-060 3-225 3.0% 0-126 0.3% 19% False False 666,866
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-299
2.618 126-078
1.618 125-263
1.000 125-180
0.618 125-128
HIGH 125-045
0.618 124-313
0.500 124-298
0.382 124-282
LOW 124-230
0.618 124-147
1.000 124-095
1.618 124-012
2.618 123-197
4.250 122-296
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 124-298 124-298
PP 124-295 124-295
S1 124-293 124-293

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

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