ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 125-160 125-305 0-145 0.4% 125-185
High 126-020 126-015 -0-005 0.0% 126-120
Low 125-155 125-210 0-055 0.1% 125-180
Close 126-005 125-265 -0-060 -0.1% 126-100
Range 0-185 0-125 -0-060 -32.4% 0-260
ATR 0-141 0-140 -0-001 -0.8% 0-000
Volume 1,384,097 1,528,350 144,253 10.4% 5,009,340
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 127-005 126-260 126-014
R3 126-200 126-135 125-299
R2 126-075 126-075 125-288
R1 126-010 126-010 125-276 125-300
PP 125-270 125-270 125-270 125-255
S1 125-205 125-205 125-254 125-175
S2 125-145 125-145 125-242
S3 125-020 125-080 125-231
S4 124-215 124-275 125-196
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 128-167 128-073 126-243
R3 127-227 127-133 126-172
R2 126-287 126-287 126-148
R1 126-193 126-193 126-124 126-240
PP 126-027 126-027 126-027 126-050
S1 125-253 125-253 126-076 125-300
S2 125-087 125-087 126-052
S3 124-147 124-313 126-028
S4 123-207 124-053 125-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-120 125-155 0-285 0.7% 0-149 0.4% 39% False False 1,143,990
10 126-120 125-105 1-015 0.8% 0-138 0.3% 48% False False 1,156,701
20 126-120 124-255 1-185 1.3% 0-144 0.4% 65% False False 1,298,422
40 127-080 124-255 2-145 1.9% 0-139 0.3% 42% False False 1,250,037
60 127-080 124-120 2-280 2.3% 0-136 0.3% 51% False False 973,041
80 127-080 124-090 2-310 2.4% 0-143 0.4% 52% False False 730,336
100 127-080 122-020 5-060 4.1% 0-133 0.3% 73% False False 584,280
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-226
2.618 127-022
1.618 126-217
1.000 126-140
0.618 126-092
HIGH 126-015
0.618 125-287
0.500 125-273
0.382 125-258
LOW 125-210
0.618 125-133
1.000 125-085
1.618 125-008
2.618 124-203
4.250 123-319
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 125-273 125-270
PP 125-270 125-268
S1 125-267 125-267

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

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