ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 126-240 126-175 -0-065 -0.2% 126-030
High 126-255 126-180 -0-075 -0.2% 126-280
Low 126-140 126-005 -0-135 -0.3% 125-290
Close 126-175 126-050 -0-125 -0.3% 126-260
Range 0-115 0-175 0-060 52.2% 0-310
ATR 0-134 0-137 0-003 2.2% 0-000
Volume 945,523 1,206,856 261,333 27.6% 5,747,165
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-283 127-182 126-146
R3 127-108 127-007 126-098
R2 126-253 126-253 126-082
R1 126-152 126-152 126-066 126-115
PP 126-078 126-078 126-078 126-060
S1 125-297 125-297 126-034 125-260
S2 125-223 125-223 126-018
S3 125-048 125-122 126-002
S4 124-193 124-267 125-274
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 129-140 129-030 127-110
R3 128-150 128-040 127-025
R2 127-160 127-160 126-317
R1 127-050 127-050 126-288 127-105
PP 126-170 126-170 126-170 126-198
S1 126-060 126-060 126-232 126-115
S2 125-180 125-180 126-203
S3 124-190 125-070 126-175
S4 123-200 124-080 126-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-280 126-005 0-275 0.7% 0-137 0.3% 16% False True 1,257,199
10 126-280 125-290 0-310 0.8% 0-128 0.3% 26% False False 1,159,196
20 126-280 125-155 1-125 1.1% 0-130 0.3% 48% False False 1,155,973
40 126-290 124-255 2-035 1.7% 0-135 0.3% 64% False False 1,232,305
60 127-080 124-255 2-145 1.9% 0-133 0.3% 55% False False 1,220,593
80 127-080 124-120 2-280 2.3% 0-136 0.3% 62% False False 921,711
100 127-080 123-235 3-165 2.8% 0-140 0.3% 69% False False 737,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128-284
2.618 127-318
1.618 127-143
1.000 127-035
0.618 126-288
HIGH 126-180
0.618 126-113
0.500 126-092
0.382 126-072
LOW 126-005
0.618 125-217
1.000 125-150
1.618 125-042
2.618 124-187
4.250 123-221
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 126-092 126-142
PP 126-078 126-112
S1 126-064 126-081

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

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