ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 17-Nov-2017
Day Change Summary
Previous Current
16-Nov-2017 17-Nov-2017 Change Change % Previous Week
Open 125-040 124-255 -0-105 -0.3% 124-215
High 125-040 125-025 -0-015 0.0% 125-070
Low 124-245 124-245 0-000 0.0% 124-160
Close 124-275 124-290 0-015 0.0% 124-290
Range 0-115 0-100 -0-015 -13.0% 0-230
ATR 0-125 0-123 -0-002 -1.4% 0-000
Volume 1,145,954 1,286,280 140,326 12.2% 6,419,889
Daily Pivots for day following 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 125-273 125-222 125-025
R3 125-173 125-122 124-318
R2 125-073 125-073 124-308
R1 125-022 125-022 124-299 125-048
PP 124-293 124-293 124-293 124-306
S1 124-242 124-242 124-281 124-268
S2 124-193 124-193 124-272
S3 124-093 124-142 124-263
S4 123-313 124-042 124-235
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 127-010 126-220 125-097
R3 126-100 125-310 125-033
R2 125-190 125-190 125-012
R1 125-080 125-080 124-311 125-135
PP 124-280 124-280 124-280 124-308
S1 124-170 124-170 124-269 124-225
S2 124-050 124-050 124-248
S3 123-140 123-260 124-227
S4 122-230 123-030 124-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-070 124-160 0-230 0.6% 0-116 0.3% 57% False False 1,283,977
10 125-150 124-160 0-310 0.8% 0-112 0.3% 42% False False 1,273,005
20 125-150 124-060 1-090 1.0% 0-120 0.3% 56% False False 1,386,017
40 126-045 124-060 1-305 1.6% 0-125 0.3% 37% False False 1,338,247
60 127-285 124-060 3-225 3.0% 0-129 0.3% 19% False False 1,339,092
80 127-285 124-060 3-225 3.0% 0-129 0.3% 19% False False 1,027,063
100 127-285 124-060 3-225 3.0% 0-129 0.3% 19% False False 822,058
120 127-285 124-060 3-225 3.0% 0-121 0.3% 19% False False 685,081
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 0-024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-130
2.618 125-287
1.618 125-187
1.000 125-125
0.618 125-087
HIGH 125-025
0.618 124-307
0.500 124-295
0.382 124-283
LOW 124-245
0.618 124-183
1.000 124-145
1.618 124-083
2.618 123-303
4.250 123-140
Fisher Pivots for day following 17-Nov-2017
Pivot 1 day 3 day
R1 124-295 124-318
PP 124-293 124-308
S1 124-292 124-299

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

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