ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	125-045	125-205	0-160	0.4%	125-080
High	125-230	125-225	-0-005	0.0%	126-010
Low	125-045	125-100	0-055	0.1%	125-070
Close	125-215	125-155	-0-060	-0.1%	125-315
Range	0-185	0-125	-0-060	-32.4%	0-260
ATR	0-129	0-128	0-000	-0.2%	0-000
Volume	1,855	4,011	2,156	116.2%	8,591

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-215	126-150	125-224
R3	126-090	126-025	125-189
R2	125-285	125-285	125-178
R1	125-220	125-220	125-166	125-190
PP	125-160	125-160	125-160	125-145
S1	125-095	125-095	125-144	125-065
S2	125-035	125-035	125-132
S3	124-230	124-290	125-121
S4	124-105	124-165	125-086

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-058	127-287	126-138
R3	127-118	127-027	126-067
R2	126-178	126-178	126-043
R1	126-087	126-087	126-019	126-133
PP	125-238	125-238	125-238	125-261
S1	125-147	125-147	125-291	125-193
S2	124-298	124-298	125-267
S3	124-038	124-207	125-244
S4	123-098	123-267	125-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-020	125-045	0-295	0.7%	0-147	0.4%	37%	False	False	2,819
10	126-020	124-310	1-030	0.9%	0-133	0.3%	47%	False	False	2,239
20	126-020	124-140	1-200	1.3%	0-129	0.3%	64%	False	False	2,038
40	126-245	124-140	2-105	1.9%	0-104	0.3%	45%	False	False	1,116

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-116
2.618	126-232
1.618	126-107
1.000	126-030
0.618	125-302
HIGH	125-225
0.618	125-177
0.500	125-162
0.382	125-148
LOW	125-100
0.618	125-023
1.000	124-295
1.618	124-218
2.618	124-093
4.250	123-209

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	125-162	125-160
PP	125-160	125-158
S1	125-158	125-157

Download as Excel Spreadsheet

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

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