ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	124-250	124-310	0-060	0.2%	125-230
High	125-000	125-005	0-005	0.0%	125-235
Low	124-230	124-180	-0-050	-0.1%	124-250
Close	124-295	124-235	-0-060	-0.2%	124-265
Range	0-090	0-145	0-055	61.1%	0-305
ATR	0-130	0-131	0-001	0.8%	0-000
Volume	931,547	1,353,951	422,404	45.3%	6,502,565

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-042	125-283	124-315
R3	125-217	125-138	124-275
R2	125-072	125-072	124-262
R1	124-313	124-313	124-248	124-280
PP	124-247	124-247	124-247	124-230
S1	124-168	124-168	124-222	124-135
S2	124-102	124-102	124-208
S3	123-277	124-023	124-195
S4	123-132	123-198	124-155

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-312	127-113	125-113
R3	127-007	126-128	125-029
R2	126-022	126-022	125-001
R1	125-143	125-143	124-293	125-090
PP	125-037	125-037	125-037	125-010
S1	124-158	124-158	124-237	124-105
S2	124-052	124-052	124-209
S3	123-067	123-173	124-181
S4	122-082	122-188	124-097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-160	124-180	0-300	0.8%	0-140	0.4%	18%	False	True	1,311,946
10	125-255	124-180	1-075	1.0%	0-125	0.3%	14%	False	True	1,249,823
20	125-305	124-180	1-125	1.1%	0-131	0.3%	12%	False	True	1,287,421
40	127-285	124-180	3-105	2.7%	0-136	0.3%	5%	False	True	1,306,493
60	127-285	124-180	3-105	2.7%	0-132	0.3%	5%	False	True	945,406
80	127-285	124-140	3-145	2.8%	0-131	0.3%	9%	False	False	709,627
100	127-285	124-140	3-145	2.8%	0-122	0.3%	9%	False	False	567,748

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	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-301
2.618	126-065
1.618	125-240
1.000	125-150
0.618	125-095
HIGH	125-005
0.618	124-270
0.500	124-252
0.382	124-235
LOW	124-180
0.618	124-090
1.000	124-035
1.618	123-265
2.618	123-120
4.250	122-204

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	124-252	124-318
PP	124-247	124-290
S1	124-241	124-263

Download as Excel Spreadsheet

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

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