ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 12-Jul-2017
Day Change Summary
Previous Current
11-Jul-2017 12-Jul-2017 Change Change % Previous Week
Open 124-205 124-280 0-075 0.2% 125-010
High 124-265 125-110 0-165 0.4% 125-075
Low 124-165 124-270 0-105 0.3% 124-140
Close 124-250 125-045 0-115 0.3% 124-150
Range 0-100 0-160 0-060 60.0% 0-255
ATR 0-116 0-121 0-005 3.9% 0-000
Volume 4,514 3,209 -1,305 -28.9% 6,875
Daily Pivots for day following 12-Jul-2017
Classic Woodie Camarilla DeMark
R4 126-195 126-120 125-133
R3 126-035 125-280 125-089
R2 125-195 125-195 125-074
R1 125-120 125-120 125-060 125-158
PP 125-035 125-035 125-035 125-054
S1 124-280 124-280 125-030 124-318
S2 124-195 124-195 125-016
S3 124-035 124-120 125-001
S4 123-195 123-280 124-277
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 127-033 126-187 124-290
R3 126-098 125-252 124-220
R2 125-163 125-163 124-197
R1 124-317 124-317 124-173 124-273
PP 124-228 124-228 124-228 124-206
S1 124-062 124-062 124-127 124-018
S2 123-293 123-293 124-103
S3 123-038 123-127 124-080
S4 122-103 122-192 124-010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-110 124-140 0-290 0.7% 0-114 0.3% 78% True False 2,970
10 125-285 124-140 1-145 1.2% 0-122 0.3% 48% False False 1,875
20 126-245 124-140 2-105 1.9% 0-112 0.3% 30% False False 1,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-150
2.618 126-209
1.618 126-049
1.000 125-270
0.618 125-209
HIGH 125-110
0.618 125-049
0.500 125-030
0.382 125-011
LOW 124-270
0.618 124-171
1.000 124-110
1.618 124-011
2.618 123-171
4.250 122-230
Fisher Pivots for day following 12-Jul-2017
Pivot 1 day 3 day
R1 125-040 125-022
PP 125-035 125-000
S1 125-030 124-298

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

View Archives - Comment on this page... - Back to Index of Symbols