ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 127-085 127-055 -0-030 -0.1% 126-280
High 127-155 127-230 0-075 0.2% 127-190
Low 126-280 127-005 0-045 0.1% 126-255
Close 126-305 127-215 0-230 0.6% 126-305
Range 0-195 0-225 0-030 15.4% 0-255
ATR 0-131 0-139 0-008 6.2% 0-000
Volume 123,220 76,783 -46,437 -37.7% 6,191,359
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 129-185 129-105 128-019
R3 128-280 128-200 127-277
R2 128-055 128-055 127-256
R1 127-295 127-295 127-236 128-015
PP 127-150 127-150 127-150 127-170
S1 127-070 127-070 127-194 127-110
S2 126-245 126-245 127-174
S3 126-020 126-165 127-153
S4 125-115 125-260 127-091
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 129-162 129-008 127-125
R3 128-227 128-073 127-055
R2 127-292 127-292 127-032
R1 127-138 127-138 127-008 127-215
PP 127-037 127-037 127-037 127-075
S1 126-203 126-203 126-282 126-280
S2 126-102 126-102 126-258
S3 125-167 125-268 126-235
S4 124-232 125-013 126-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-230 126-280 0-270 0.7% 0-156 0.4% 94% True False 863,138
10 127-230 126-160 1-070 1.0% 0-129 0.3% 96% True False 1,215,692
20 127-230 125-290 1-260 1.4% 0-134 0.3% 97% True False 1,215,076
40 127-230 124-280 2-270 2.2% 0-135 0.3% 98% True False 1,198,969
60 127-230 124-255 2-295 2.3% 0-136 0.3% 98% True False 1,236,488
80 127-230 124-215 3-015 2.4% 0-136 0.3% 98% True False 1,134,243
100 127-230 124-120 3-110 2.6% 0-137 0.3% 99% True False 908,536
120 127-230 122-260 4-290 3.8% 0-139 0.3% 99% True False 757,157
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 0-025
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 130-226
2.618 129-179
1.618 128-274
1.000 128-135
0.618 128-049
HIGH 127-230
0.618 127-144
0.500 127-118
0.382 127-091
LOW 127-005
0.618 126-186
1.000 126-100
1.618 125-281
2.618 125-056
4.250 124-009
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 127-183 127-175
PP 127-150 127-135
S1 127-118 127-095

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

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