ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 01-May-2017
Day Change Summary
Previous Current
28-Apr-2017 01-May-2017 Change Change % Previous Week
Open 124-315 125-125 0-130 0.3% 125-085
High 125-130 125-145 0-015 0.0% 125-170
Low 124-310 125-005 0-015 0.0% 124-285
Close 125-125 125-045 -0-080 -0.2% 125-125
Range 0-140 0-140 0-000 0.0% 0-205
ATR 0-158 0-156 -0-001 -0.8% 0-000
Volume 4,207 1,080 -3,127 -74.3% 17,779
Daily Pivots for day following 01-May-2017
Classic Woodie Camarilla DeMark
R4 126-165 126-085 125-122
R3 126-025 125-265 125-083
R2 125-205 125-205 125-071
R1 125-125 125-125 125-058 125-095
PP 125-065 125-065 125-065 125-050
S1 124-305 124-305 125-032 124-275
S2 124-245 124-245 125-019
S3 124-105 124-165 125-006
S4 123-285 124-025 124-288
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 127-062 126-298 125-238
R3 126-177 126-093 125-181
R2 125-292 125-292 125-163
R1 125-208 125-208 125-144 125-250
PP 125-087 125-087 125-087 125-108
S1 125-003 125-003 125-106 125-045
S2 124-202 124-202 125-087
S3 123-317 124-118 125-069
S4 123-112 123-233 125-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-170 124-290 0-200 0.5% 0-138 0.3% 37% False False 2,846
10 126-100 124-285 1-135 1.1% 0-156 0.4% 18% False False 3,287
20 126-100 124-010 2-090 1.8% 0-168 0.4% 49% False False 1,921
40 126-100 122-020 4-080 3.4% 0-126 0.3% 72% False False 978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Fibonacci Retracements and Extensions
4.250 127-100
2.618 126-192
1.618 126-052
1.000 125-285
0.618 125-232
HIGH 125-145
0.618 125-092
0.500 125-075
0.382 125-058
LOW 125-005
0.618 124-238
1.000 124-185
1.618 124-098
2.618 123-278
4.250 123-050
Fisher Pivots for day following 01-May-2017
Pivot 1 day 3 day
R1 125-075 125-068
PP 125-065 125-060
S1 125-055 125-052

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

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