ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 124-195 124-255 0-060 0.2% 125-075
High 124-265 125-070 0-125 0.3% 125-150
Low 124-160 124-245 0-085 0.2% 124-210
Close 124-235 125-015 0-100 0.3% 124-225
Range 0-105 0-145 0-040 38.1% 0-260
ATR 0-124 0-126 0-002 1.8% 0-000
Volume 1,232,433 1,794,617 562,184 45.6% 6,310,170
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-118 126-052 125-095
R3 125-293 125-227 125-055
R2 125-148 125-148 125-042
R1 125-082 125-082 125-028 125-115
PP 125-003 125-003 125-003 125-020
S1 124-257 124-257 125-002 124-290
S2 124-178 124-178 124-308
S3 124-033 124-112 124-295
S4 123-208 123-287 124-255
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 127-122 126-273 125-048
R3 126-182 126-013 124-296
R2 125-242 125-242 124-273
R1 125-073 125-073 124-249 125-028
PP 124-302 124-302 124-302 124-279
S1 124-133 124-133 124-201 124-088
S2 124-042 124-042 124-177
S3 123-102 123-193 124-153
S4 122-162 122-253 124-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-105 124-160 0-265 0.7% 0-123 0.3% 66% False False 1,412,136
10 125-150 124-160 0-310 0.8% 0-115 0.3% 56% False False 1,309,083
20 125-160 124-060 1-100 1.0% 0-126 0.3% 65% False False 1,425,151
40 126-045 124-060 1-305 1.6% 0-126 0.3% 44% False False 1,340,447
60 127-285 124-060 3-225 3.0% 0-130 0.3% 23% False False 1,319,156
80 127-285 124-060 3-225 3.0% 0-130 0.3% 23% False False 996,733
100 127-285 124-060 3-225 3.0% 0-130 0.3% 23% False False 797,754
120 127-285 124-060 3-225 3.0% 0-121 0.3% 23% False False 664,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-046
2.618 126-130
1.618 125-305
1.000 125-215
0.618 125-160
HIGH 125-070
0.618 125-015
0.500 124-318
0.382 124-300
LOW 124-245
0.618 124-155
1.000 124-100
1.618 124-010
2.618 123-185
4.250 122-269
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 125-009 124-315
PP 125-003 124-295
S1 124-318 124-275

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

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