ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 126-260 126-170 -0-090 -0.2% 127-165
High 126-265 126-180 -0-085 -0.2% 127-175
Low 126-165 126-110 -0-055 -0.1% 126-150
Close 126-190 126-120 -0-070 -0.2% 126-190
Range 0-100 0-070 -0-030 -30.0% 1-025
ATR 0-140 0-135 -0-004 -3.0% 0-000
Volume 9,070 4,782 -4,288 -47.3% 67,872
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-027 126-303 126-158
R3 126-277 126-233 126-139
R2 126-207 126-207 126-133
R1 126-163 126-163 126-126 126-150
PP 126-137 126-137 126-137 126-130
S1 126-093 126-093 126-114 126-080
S2 126-067 126-067 126-107
S3 125-317 126-023 126-101
S4 125-247 125-273 126-082
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 130-033 129-137 127-060
R3 129-008 128-112 126-285
R2 127-303 127-303 126-253
R1 127-087 127-087 126-222 127-023
PP 126-278 126-278 126-278 126-246
S1 126-062 126-062 126-158 125-318
S2 125-253 125-253 126-127
S3 124-228 125-037 126-095
S4 123-203 124-012 126-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-080 126-110 0-290 0.7% 0-106 0.3% 3% False True 11,875
10 128-035 126-110 1-245 1.4% 0-137 0.3% 2% False True 23,421
20 128-035 126-110 1-245 1.4% 0-127 0.3% 2% False True 658,581
40 128-035 125-155 2-200 2.1% 0-134 0.3% 34% False False 938,767
60 128-035 124-255 3-100 2.6% 0-136 0.3% 48% False False 1,059,028
80 128-035 124-255 3-100 2.6% 0-133 0.3% 48% False False 1,106,092
100 128-035 124-120 3-235 3.0% 0-134 0.3% 54% False False 909,853
120 128-035 123-235 4-120 3.5% 0-139 0.3% 60% False False 758,465
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 0-021
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 127-157
2.618 127-043
1.618 126-293
1.000 126-250
0.618 126-223
HIGH 126-180
0.618 126-153
0.500 126-145
0.382 126-137
LOW 126-110
0.618 126-067
1.000 126-040
1.618 125-317
2.618 125-247
4.250 125-133
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 126-145 126-188
PP 126-137 126-165
S1 126-128 126-143

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

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