ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 126-020 125-240 -0-100 -0.2% 125-200
High 126-030 125-280 -0-070 -0.2% 126-040
Low 125-185 125-200 0-015 0.0% 125-105
Close 125-240 125-270 0-030 0.1% 125-240
Range 0-165 0-080 -0-085 -51.5% 0-255
ATR 0-129 0-125 -0-003 -2.7% 0-000
Volume 10,281 8,036 -2,245 -21.8% 35,156
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 126-170 126-140 125-314
R3 126-090 126-060 125-292
R2 126-010 126-010 125-285
R1 125-300 125-300 125-277 125-315
PP 125-250 125-250 125-250 125-258
S1 125-220 125-220 125-263 125-235
S2 125-170 125-170 125-255
S3 125-090 125-140 125-248
S4 125-010 125-060 125-226
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 128-040 127-235 126-060
R3 127-105 126-300 125-310
R2 126-170 126-170 125-287
R1 126-045 126-045 125-263 126-108
PP 125-235 125-235 125-235 125-266
S1 125-110 125-110 125-217 125-172
S2 124-300 124-300 125-193
S3 124-045 124-175 125-170
S4 123-110 123-240 125-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-040 125-105 0-255 0.6% 0-129 0.3% 65% False False 8,214
10 126-040 125-045 0-315 0.8% 0-138 0.3% 71% False False 5,659
20 126-040 124-165 1-195 1.3% 0-128 0.3% 83% False False 3,913
40 126-245 124-140 2-105 1.8% 0-114 0.3% 60% False False 2,289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-300
2.618 126-169
1.618 126-089
1.000 126-040
0.618 126-009
HIGH 125-280
0.618 125-249
0.500 125-240
0.382 125-231
LOW 125-200
0.618 125-151
1.000 125-120
1.618 125-071
2.618 124-311
4.250 124-180
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 125-260 125-272
PP 125-250 125-272
S1 125-240 125-271

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

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