ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 126-060 126-015 -0-045 -0.1% 126-090
High 126-085 126-150 0-065 0.2% 126-120
Low 125-310 126-010 0-020 0.0% 125-155
Close 126-035 126-115 0-080 0.2% 125-305
Range 0-095 0-140 0-045 47.4% 0-285
ATR 0-136 0-136 0-000 0.2% 0-000
Volume 1,337,711 1,088,192 -249,519 -18.7% 6,195,050
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-192 127-133 126-192
R3 127-052 126-313 126-154
R2 126-232 126-232 126-141
R1 126-173 126-173 126-128 126-203
PP 126-092 126-092 126-092 126-106
S1 126-033 126-033 126-102 126-063
S2 125-272 125-272 126-089
S3 125-132 125-213 126-077
S4 124-312 125-073 126-038
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 128-195 128-055 126-142
R3 127-230 127-090 126-063
R2 126-265 126-265 126-037
R1 126-125 126-125 126-011 126-052
PP 125-300 125-300 125-300 125-264
S1 125-160 125-160 125-279 125-088
S2 125-015 125-015 125-253
S3 124-050 124-195 125-227
S4 123-085 123-230 125-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-150 125-175 0-295 0.7% 0-126 0.3% 88% True False 1,232,611
10 126-150 125-155 0-315 0.8% 0-137 0.3% 89% True False 1,188,300
20 126-150 124-255 1-215 1.3% 0-132 0.3% 93% True False 1,204,347
40 127-080 124-255 2-145 1.9% 0-138 0.3% 64% False False 1,257,890
60 127-080 124-120 2-280 2.3% 0-136 0.3% 69% False False 1,074,998
80 127-080 124-120 2-280 2.3% 0-140 0.3% 69% False False 807,342
100 127-080 122-020 5-060 4.1% 0-140 0.3% 83% False False 645,911
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-105
2.618 127-197
1.618 127-057
1.000 126-290
0.618 126-237
HIGH 126-150
0.618 126-097
0.500 126-080
0.382 126-063
LOW 126-010
0.618 125-243
1.000 125-190
1.618 125-103
2.618 124-283
4.250 124-055
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 126-103 126-084
PP 126-092 126-053
S1 126-080 126-023

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

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