ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 10-Aug-2017
Day Change Summary
Previous Current
09-Aug-2017 10-Aug-2017 Change Change % Previous Week
Open 125-265 125-290 0-025 0.1% 125-200
High 126-075 126-120 0-045 0.1% 126-040
Low 125-265 125-280 0-015 0.0% 125-105
Close 126-005 126-080 0-075 0.2% 125-240
Range 0-130 0-160 0-030 23.1% 0-255
ATR 0-128 0-130 0-002 1.8% 0-000
Volume 11,431 21,653 10,222 89.4% 35,156
Daily Pivots for day following 10-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-213 127-147 126-168
R3 127-053 126-307 126-124
R2 126-213 126-213 126-109
R1 126-147 126-147 126-095 126-180
PP 126-053 126-053 126-053 126-070
S1 125-307 125-307 126-065 126-020
S2 125-213 125-213 126-051
S3 125-053 125-147 126-036
S4 124-213 124-307 125-312
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 128-040 127-235 126-060
R3 127-105 126-300 125-310
R2 126-170 126-170 125-287
R1 126-045 126-045 125-263 126-108
PP 125-235 125-235 125-235 125-266
S1 125-110 125-110 125-217 125-172
S2 124-300 124-300 125-193
S3 124-045 124-175 125-170
S4 123-110 123-240 125-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-120 125-175 0-265 0.7% 0-128 0.3% 85% True False 11,611
10 126-120 125-070 1-050 0.9% 0-124 0.3% 89% True False 8,667
20 126-120 124-310 1-130 1.1% 0-129 0.3% 91% True False 5,453
40 126-245 124-140 2-105 1.8% 0-122 0.3% 78% False False 3,282
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 0-025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-160
2.618 127-219
1.618 127-059
1.000 126-280
0.618 126-219
HIGH 126-120
0.618 126-059
0.500 126-040
0.382 126-021
LOW 125-280
0.618 125-181
1.000 125-120
1.618 125-021
2.618 124-181
4.250 123-240
Fisher Pivots for day following 10-Aug-2017
Pivot 1 day 3 day
R1 126-067 126-049
PP 126-053 126-018
S1 126-040 125-308

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

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