ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 125-130 125-185 0-055 0.1% 124-290
High 126-010 125-265 -0-065 -0.2% 126-010
Low 125-105 125-180 0-075 0.2% 124-275
Close 125-215 125-240 0-025 0.1% 125-215
Range 0-225 0-085 -0-140 -62.2% 1-055
ATR 0-147 0-142 -0-004 -3.0% 0-000
Volume 1,595,405 788,340 -807,065 -50.6% 6,442,753
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-163 126-127 125-287
R3 126-078 126-042 125-263
R2 125-313 125-313 125-256
R1 125-277 125-277 125-248 125-295
PP 125-228 125-228 125-228 125-237
S1 125-192 125-192 125-232 125-210
S2 125-143 125-143 125-224
S3 125-058 125-107 125-217
S4 124-293 125-022 125-193
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 129-012 128-168 126-101
R3 127-277 127-113 125-318
R2 126-222 126-222 125-284
R1 126-058 126-058 125-249 126-140
PP 125-167 125-167 125-167 125-208
S1 125-003 125-003 125-181 125-085
S2 124-112 124-112 125-146
S3 123-057 123-268 125-112
S4 122-002 122-213 125-009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-010 124-280 1-050 0.9% 0-149 0.4% 76% False False 1,268,903
10 126-010 124-255 1-075 1.0% 0-146 0.4% 77% False False 1,298,161
20 126-290 124-255 2-035 1.7% 0-140 0.3% 45% False False 1,289,279
40 127-080 124-255 2-145 2.0% 0-134 0.3% 39% False False 1,221,249
60 127-080 124-120 2-280 2.3% 0-137 0.3% 48% False False 820,578
80 127-080 123-235 3-165 2.8% 0-142 0.4% 57% False False 615,553
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 126-306
2.618 126-168
1.618 126-083
1.000 126-030
0.618 125-318
HIGH 125-265
0.618 125-233
0.500 125-222
0.382 125-212
LOW 125-180
0.618 125-127
1.000 125-095
1.618 125-042
2.618 124-277
4.250 124-139
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 125-234 125-229
PP 125-228 125-218
S1 125-222 125-208

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

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