ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 01-Dec-2017
Day Change Summary
Previous Current
30-Nov-2017 01-Dec-2017 Change Change % Previous Week
Open 124-190 124-110 -0-080 -0.2% 124-315
High 124-210 125-030 0-140 0.4% 125-075
Low 124-060 124-060 0-000 0.0% 124-060
Close 124-100 124-215 0-115 0.3% 124-215
Range 0-150 0-290 0-140 93.3% 1-015
ATR 0-128 0-139 0-012 9.1% 0-000
Volume 399,175 178,443 -220,732 -55.3% 8,039,027
Daily Pivots for day following 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 127-118 126-297 125-055
R3 126-148 126-007 124-295
R2 125-178 125-178 124-268
R1 125-037 125-037 124-242 125-108
PP 124-208 124-208 124-208 124-244
S1 124-067 124-067 124-188 124-138
S2 123-238 123-238 124-162
S3 122-268 123-097 124-135
S4 121-298 122-127 124-055
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 127-268 127-097 125-079
R3 126-253 126-082 124-307
R2 125-238 125-238 124-276
R1 125-067 125-067 124-246 124-305
PP 124-223 124-223 124-223 124-183
S1 124-052 124-052 124-184 123-290
S2 123-208 123-208 124-154
S3 122-193 123-037 124-123
S4 121-178 122-022 124-031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-075 124-060 1-015 0.8% 0-164 0.4% 46% False True 1,607,805
10 125-075 124-060 1-015 0.8% 0-142 0.4% 46% False True 1,519,088
20 125-150 124-060 1-090 1.0% 0-128 0.3% 38% False True 1,400,427
40 125-255 124-060 1-195 1.3% 0-127 0.3% 30% False True 1,377,881
60 127-285 124-060 3-225 3.0% 0-129 0.3% 13% False True 1,343,862
80 127-285 124-060 3-225 3.0% 0-132 0.3% 13% False True 1,200,058
100 127-285 124-060 3-225 3.0% 0-131 0.3% 13% False True 960,932
120 127-285 124-060 3-225 3.0% 0-128 0.3% 13% False True 800,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 128-303
2.618 127-149
1.618 126-179
1.000 126-000
0.618 125-209
HIGH 125-030
0.618 124-239
0.500 124-205
0.382 124-171
LOW 124-060
0.618 123-201
1.000 123-090
1.618 122-231
2.618 121-261
4.250 120-107
Fisher Pivots for day following 01-Dec-2017
Pivot 1 day 3 day
R1 124-212 124-213
PP 124-208 124-210
S1 124-205 124-208

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

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