ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 19-Dec-2017
Day Change Summary
Previous Current
18-Dec-2017 19-Dec-2017 Change Change % Previous Week
Open 124-175 124-135 -0-040 -0.1% 124-155
High 124-200 124-145 -0-055 -0.1% 124-280
Low 124-140 123-275 -0-185 -0.5% 124-050
Close 124-145 123-280 -0-185 -0.5% 124-205
Range 0-060 0-190 0-130 216.6% 0-230
ATR 0-126 0-131 0-005 3.6% 0-000
Volume 12,750 7,530 -5,220 -40.9% 113,896
Daily Pivots for day following 19-Dec-2017
Classic Woodie Camarilla DeMark
R4 125-270 125-145 124-064
R3 125-080 124-275 124-012
R2 124-210 124-210 123-315
R1 124-085 124-085 123-297 124-052
PP 124-020 124-020 124-020 124-004
S1 123-215 123-215 123-263 123-183
S2 123-150 123-150 123-245
S3 122-280 123-025 123-228
S4 122-090 122-155 123-176
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 126-228 126-127 125-011
R3 125-318 125-217 124-268
R2 125-088 125-088 124-247
R1 124-307 124-307 124-226 125-037
PP 124-178 124-178 124-178 124-204
S1 124-077 124-077 124-184 124-128
S2 123-268 123-268 124-163
S3 123-038 123-167 124-142
S4 122-128 122-257 124-079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-280 123-275 1-005 0.8% 0-141 0.4% 2% False True 16,299
10 124-305 123-275 1-030 0.9% 0-122 0.3% 1% False True 20,806
20 125-075 123-275 1-120 1.1% 0-130 0.3% 1% False True 646,672
40 125-150 123-275 1-195 1.3% 0-126 0.3% 1% False True 1,024,962
60 126-040 123-275 2-085 1.8% 0-127 0.3% 1% False True 1,107,981
80 127-285 123-275 4-010 3.3% 0-130 0.3% 0% False True 1,168,329
100 127-285 123-275 4-010 3.3% 0-129 0.3% 0% False True 963,710
120 127-285 123-275 4-010 3.3% 0-130 0.3% 0% False True 803,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-312
2.618 126-002
1.618 125-132
1.000 125-015
0.618 124-262
HIGH 124-145
0.618 124-072
0.500 124-050
0.382 124-028
LOW 123-275
0.618 123-158
1.000 123-085
1.618 122-288
2.618 122-098
4.250 121-108
Fisher Pivots for day following 19-Dec-2017
Pivot 1 day 3 day
R1 124-050 124-108
PP 124-020 124-058
S1 123-310 124-009

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

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