ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 20-Nov-2017
Day Change Summary
Previous Current
17-Nov-2017 20-Nov-2017 Change Change % Previous Week
Open 124-255 124-310 0-055 0.1% 124-215
High 125-025 125-045 0-020 0.0% 125-070
Low 124-245 124-220 -0-025 -0.1% 124-160
Close 124-290 124-220 -0-070 -0.2% 124-290
Range 0-100 0-145 0-045 45.0% 0-230
ATR 0-123 0-125 0-002 1.2% 0-000
Volume 1,286,280 1,276,235 -10,045 -0.8% 6,419,889
Daily Pivots for day following 20-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-063 125-287 124-300
R3 125-238 125-142 124-260
R2 125-093 125-093 124-247
R1 124-317 124-317 124-233 124-292
PP 124-268 124-268 124-268 124-256
S1 124-172 124-172 124-207 124-148
S2 124-123 124-123 124-193
S3 123-298 124-027 124-180
S4 123-153 123-202 124-140
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% 0-122 0.3% 26% False False 1,347,103
10 125-150 124-160 0-310 0.8% 0-117 0.3% 19% False False 1,305,224
20 125-150 124-060 1-090 1.0% 0-123 0.3% 39% False False 1,403,251
40 126-040 124-060 1-300 1.6% 0-126 0.3% 26% False False 1,338,636
60 127-285 124-060 3-225 3.0% 0-130 0.3% 14% False False 1,342,215
80 127-285 124-060 3-225 3.0% 0-129 0.3% 14% False False 1,042,969
100 127-285 124-060 3-225 3.0% 0-129 0.3% 14% False False 834,814
120 127-285 124-060 3-225 3.0% 0-122 0.3% 14% False False 695,716
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-021
2.618 126-105
1.618 125-280
1.000 125-190
0.618 125-135
HIGH 125-045
0.618 124-310
0.500 124-292
0.382 124-275
LOW 124-220
0.618 124-130
1.000 124-075
1.618 123-305
2.618 123-160
4.250 122-244
Fisher Pivots for day following 20-Nov-2017
Pivot 1 day 3 day
R1 124-292 124-292
PP 124-268 124-268
S1 124-244 124-244

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

View Archives - Comment on this page... - Back to Index of Symbols