ECBOT 10 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 126-170 126-145 -0-025 -0.1% 127-165
High 126-180 126-160 -0-020 0.0% 127-175
Low 126-110 126-080 -0-030 -0.1% 126-150
Close 126-120 126-090 -0-030 -0.1% 126-190
Range 0-070 0-080 0-010 14.3% 1-025
ATR 0-135 0-131 -0-004 -2.9% 0-000
Volume 4,782 20,428 15,646 327.2% 67,872
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-030 126-300 126-134
R3 126-270 126-220 126-112
R2 126-190 126-190 126-105
R1 126-140 126-140 126-097 126-125
PP 126-110 126-110 126-110 126-103
S1 126-060 126-060 126-083 126-045
S2 126-030 126-030 126-075
S3 125-270 125-300 126-068
S4 125-190 125-220 126-046
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
5 127-010 126-080 0-250 0.6% 0-095 0.2% 4% False True 13,030
10 128-035 126-080 1-275 1.5% 0-123 0.3% 2% False True 17,786
20 128-035 126-080 1-275 1.5% 0-126 0.3% 2% False True 616,739
40 128-035 125-155 2-200 2.1% 0-133 0.3% 30% False False 924,751
60 128-035 124-255 3-100 2.6% 0-136 0.3% 45% False False 1,047,465
80 128-035 124-255 3-100 2.6% 0-134 0.3% 45% False False 1,087,848
100 128-035 124-120 3-235 3.0% 0-134 0.3% 51% False False 910,031
120 128-035 123-245 4-110 3.4% 0-139 0.3% 58% False False 758,635
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-180
2.618 127-049
1.618 126-289
1.000 126-240
0.618 126-209
HIGH 126-160
0.618 126-129
0.500 126-120
0.382 126-111
LOW 126-080
0.618 126-031
1.000 126-000
1.618 125-271
2.618 125-191
4.250 125-060
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 126-120 126-172
PP 126-110 126-145
S1 126-100 126-118

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

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