ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 125-055 125-175 0-120 0.3% 125-165
High 125-235 125-215 -0-020 0.0% 125-195
Low 125-045 125-085 0-040 0.1% 124-255
Close 125-165 125-130 -0-035 -0.1% 124-270
Range 0-190 0-130 -0-060 -31.6% 0-260
ATR 0-141 0-141 -0-001 -0.6% 0-000
Volume 1,622,688 1,260,066 -362,622 -22.3% 5,750,520
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-213 126-142 125-202
R3 126-083 126-012 125-166
R2 125-273 125-273 125-154
R1 125-202 125-202 125-142 125-173
PP 125-143 125-143 125-143 125-129
S1 125-072 125-072 125-118 125-042
S2 125-013 125-013 125-106
S3 124-203 124-262 125-094
S4 124-073 124-132 125-059
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 127-167 126-318 125-093
R3 126-227 126-058 125-022
R2 125-287 125-287 124-318
R1 125-118 125-118 124-294 125-073
PP 125-027 125-027 125-027 125-004
S1 124-178 124-178 124-246 124-133
S2 124-087 124-087 124-222
S3 123-147 123-238 124-199
S4 122-207 122-298 124-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-235 124-255 0-300 0.7% 0-125 0.3% 65% False False 1,271,376
10 126-075 124-255 1-140 1.1% 0-150 0.4% 42% False False 1,440,143
20 127-020 124-255 2-085 1.8% 0-138 0.3% 27% False False 1,284,671
40 127-080 124-255 2-145 2.0% 0-138 0.3% 25% False False 1,166,710
60 127-080 124-120 2-280 2.3% 0-137 0.3% 36% False False 780,875
80 127-080 123-050 4-030 3.3% 0-142 0.4% 55% False False 585,758
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-128
2.618 126-235
1.618 126-105
1.000 126-025
0.618 125-295
HIGH 125-215
0.618 125-165
0.500 125-150
0.382 125-135
LOW 125-085
0.618 125-005
1.000 124-275
1.618 124-195
2.618 124-065
4.250 123-172
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 125-150 125-119
PP 125-143 125-108
S1 125-137 125-098

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

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