ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 126-305 126-255 -0-050 -0.1% 127-055
High 127-010 126-260 -0-070 -0.2% 128-035
Low 126-215 126-150 -0-065 -0.2% 127-005
Close 126-230 126-220 -0-010 0.0% 127-240
Range 0-115 0-110 -0-005 -4.4% 1-030
ATR 0-145 0-143 -0-003 -1.7% 0-000
Volume 19,911 10,961 -8,950 -45.0% 161,562
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-220 127-170 126-280
R3 127-110 127-060 126-250
R2 127-000 127-000 126-240
R1 126-270 126-270 126-230 126-240
PP 126-210 126-210 126-210 126-195
S1 126-160 126-160 126-210 126-130
S2 126-100 126-100 126-200
S3 125-310 126-050 126-190
S4 125-200 125-260 126-160
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 130-290 130-135 128-113
R3 129-260 129-105 128-016
R2 128-230 128-230 127-304
R1 128-075 128-075 127-272 128-153
PP 127-200 127-200 127-200 127-239
S1 127-045 127-045 127-208 127-122
S2 126-170 126-170 127-176
S3 125-140 126-015 127-144
S4 124-110 124-305 127-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-035 126-150 1-205 1.3% 0-128 0.3% 13% False True 15,222
10 128-035 126-150 1-205 1.3% 0-150 0.4% 13% False True 59,563
20 128-035 126-110 1-245 1.4% 0-134 0.3% 19% False False 794,559
40 128-035 125-155 2-200 2.1% 0-135 0.3% 46% False False 986,431
60 128-035 124-255 3-100 2.6% 0-136 0.3% 57% False False 1,090,688
80 128-035 124-255 3-100 2.6% 0-135 0.3% 57% False False 1,127,457
100 128-035 124-120 3-235 2.9% 0-135 0.3% 62% False False 909,777
120 128-035 123-235 4-120 3.5% 0-140 0.3% 67% False False 758,350
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-031
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 128-087
2.618 127-228
1.618 127-118
1.000 127-050
0.618 127-008
HIGH 126-260
0.618 126-218
0.500 126-205
0.382 126-192
LOW 126-150
0.618 126-082
1.000 126-040
1.618 125-292
2.618 125-182
4.250 125-003
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 126-215 126-275
PP 126-210 126-257
S1 126-205 126-238

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

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