ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 26-Oct-2017
Day Change Summary
Previous Current
25-Oct-2017 26-Oct-2017 Change Change % Previous Week
Open 124-205 124-175 -0-030 -0.1% 125-230
High 124-220 124-235 0-015 0.0% 125-235
Low 124-060 124-090 0-030 0.1% 124-250
Close 124-145 124-120 -0-025 -0.1% 124-265
Range 0-160 0-145 -0-015 -9.4% 0-305
ATR 0-134 0-135 0-001 0.6% 0-000
Volume 2,025,047 1,763,165 -261,882 -12.9% 6,502,565
Daily Pivots for day following 26-Oct-2017
Classic Woodie Camarilla DeMark
R4 125-263 125-177 124-200
R3 125-118 125-032 124-160
R2 124-293 124-293 124-147
R1 124-207 124-207 124-133 124-178
PP 124-148 124-148 124-148 124-134
S1 124-062 124-062 124-107 124-033
S2 124-003 124-003 124-093
S3 123-178 123-237 124-080
S4 123-033 123-092 124-040
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
5 125-135 124-060 1-075 1.0% 0-149 0.4% 15% False False 1,557,869
10 125-255 124-060 1-195 1.3% 0-137 0.3% 12% False False 1,404,202
20 125-255 124-060 1-195 1.3% 0-128 0.3% 12% False False 1,292,659
40 127-285 124-060 3-225 3.0% 0-136 0.3% 5% False False 1,319,594
60 127-285 124-060 3-225 3.0% 0-133 0.3% 5% False False 1,008,381
80 127-285 124-060 3-225 3.0% 0-131 0.3% 5% False False 756,961
100 127-285 124-060 3-225 3.0% 0-125 0.3% 5% False False 605,631
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-211
2.618 125-295
1.618 125-150
1.000 125-060
0.618 125-005
HIGH 124-235
0.618 124-180
0.500 124-163
0.382 124-145
LOW 124-090
0.618 124-000
1.000 123-265
1.618 123-175
2.618 123-030
4.250 122-114
Fisher Pivots for day following 26-Oct-2017
Pivot 1 day 3 day
R1 124-163 124-192
PP 124-148 124-168
S1 124-134 124-144

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

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