ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 124-200 124-210 0-010 0.0% 125-125
High 124-225 124-260 0-035 0.1% 125-150
Low 124-125 124-140 0-015 0.0% 124-200
Close 124-155 124-150 -0-005 0.0% 124-285
Range 0-100 0-120 0-020 20.0% 0-270
ATR 0-148 0-146 -0-002 -1.4% 0-000
Volume 23,544 8,505 -15,039 -63.9% 24,190
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 125-223 125-147 124-216
R3 125-103 125-027 124-183
R2 124-303 124-303 124-172
R1 124-227 124-227 124-161 124-205
PP 124-183 124-183 124-183 124-173
S1 124-107 124-107 124-139 124-085
S2 124-063 124-063 124-128
S3 123-263 123-307 124-117
S4 123-143 123-187 124-084
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 127-168 127-017 125-114
R3 126-218 126-067 125-039
R2 125-268 125-268 125-014
R1 125-117 125-117 124-310 125-058
PP 124-318 124-318 124-318 124-289
S1 124-167 124-167 124-260 124-107
S2 124-048 124-048 124-235
S3 123-098 123-217 124-211
S4 122-148 122-267 124-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-035 124-125 0-230 0.6% 0-123 0.3% 11% False False 9,862
10 125-150 124-125 1-025 0.9% 0-126 0.3% 7% False False 6,856
20 126-100 124-125 1-295 1.5% 0-148 0.4% 4% False False 4,792
40 126-100 122-220 3-200 2.9% 0-146 0.4% 49% False False 2,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-130
2.618 125-254
1.618 125-134
1.000 125-060
0.618 125-014
HIGH 124-260
0.618 124-214
0.500 124-200
0.382 124-186
LOW 124-140
0.618 124-066
1.000 124-020
1.618 123-266
2.618 123-146
4.250 122-270
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 124-200 124-240
PP 124-183 124-210
S1 124-167 124-180

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

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