ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 124-280 124-310 0-030 0.1% 124-250
High 125-045 125-085 0-040 0.1% 125-005
Low 124-230 124-285 0-055 0.1% 124-060
Close 124-290 125-045 0-075 0.2% 124-190
Range 0-135 0-120 -0-015 -11.1% 0-265
ATR 0-134 0-133 -0-001 -0.7% 0-000
Volume 1,387,569 1,419,118 31,549 2.3% 8,141,429
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-072 126-018 125-111
R3 125-272 125-218 125-078
R2 125-152 125-152 125-067
R1 125-098 125-098 125-056 125-125
PP 125-032 125-032 125-032 125-045
S1 124-298 124-298 125-034 125-005
S2 124-232 124-232 125-023
S3 124-112 124-178 125-012
S4 123-312 124-058 124-299
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
5 125-085 124-065 1-020 0.8% 0-122 0.3% 88% True False 1,508,537
10 125-135 124-060 1-075 1.0% 0-135 0.3% 77% False False 1,533,203
20 125-255 124-060 1-195 1.3% 0-126 0.3% 59% False False 1,355,334
40 127-285 124-060 3-225 3.0% 0-129 0.3% 26% False False 1,315,579
60 127-285 124-060 3-225 3.0% 0-133 0.3% 26% False False 1,133,268
80 127-285 124-060 3-225 3.0% 0-131 0.3% 26% False False 851,059
100 127-285 124-060 3-225 3.0% 0-128 0.3% 26% False False 681,057
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-275
2.618 126-079
1.618 125-279
1.000 125-205
0.618 125-159
HIGH 125-085
0.618 125-039
0.500 125-025
0.382 125-011
LOW 124-285
0.618 124-211
1.000 124-165
1.618 124-091
2.618 123-291
4.250 123-095
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 125-038 125-029
PP 125-032 125-013
S1 125-025 124-318

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

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