ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 03-Aug-2017

Day Change Summary
	Previous	Current
	02-Aug-2017	03-Aug-2017	Change	Change %	Previous Week
Open	125-260	125-245	-0-015	0.0%	126-020
High	125-300	126-040	0-060	0.1%	126-020
Low	125-210	125-235	0-025	0.1%	125-045
Close	125-250	126-010	0-080	0.2%	125-195
Range	0-090	0-125	0-035	38.9%	0-295
ATR	0-126	0-126	0-000	0.0%	0-000
Volume	3,157	13,060	9,903	313.7%	15,950

Daily Pivots for day following 03-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-043	126-312	126-079
R3	126-238	126-187	126-044
R2	126-113	126-113	126-033
R1	126-062	126-062	126-021	126-088
PP	125-308	125-308	125-308	126-001
S1	125-257	125-257	125-319	125-283
S2	125-183	125-183	125-307
S3	125-058	125-132	125-296
S4	124-253	125-007	125-261

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-118	127-292	126-037
R3	127-143	126-317	125-276
R2	126-168	126-168	125-249
R1	126-022	126-022	125-222	125-268
PP	125-193	125-193	125-193	125-156
S1	125-047	125-047	125-168	124-292
S2	124-218	124-218	125-141
S3	123-243	124-072	125-114
S4	122-268	123-097	125-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-040	125-070	0-290	0.7%	0-120	0.3%	90%	True	False	5,723
10	126-040	125-045	0-315	0.8%	0-134	0.3%	90%	True	False	4,271
20	126-040	124-140	1-220	1.3%	0-123	0.3%	94%	True	False	3,149
40	126-245	124-140	2-105	1.8%	0-111	0.3%	68%	False	False	1,831

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-251
2.618	127-047
1.618	126-242
1.000	126-165
0.618	126-117
HIGH	126-040
0.618	125-312
0.500	125-298
0.382	125-283
LOW	125-235
0.618	125-158
1.000	125-110
1.618	125-033
2.618	124-228
4.250	124-024

Fisher Pivots for day following 03-Aug-2017
Pivot	1 day	3 day
R1	125-319	125-298
PP	125-308	125-265
S1	125-298	125-232

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