ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 126-125 126-175 0-050 0.1% 126-135
High 126-190 126-180 -0-010 0.0% 126-240
Low 126-095 126-075 -0-020 0.0% 125-215
Close 126-175 126-085 -0-090 -0.2% 126-145
Range 0-095 0-105 0-010 10.5% 1-025
ATR 0-135 0-133 -0-002 -1.6% 0-000
Volume 42,384 204,722 162,338 383.0% 227,088
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-108 127-042 126-143
R3 127-003 126-257 126-114
R2 126-218 126-218 126-104
R1 126-152 126-152 126-095 126-132
PP 126-113 126-113 126-113 126-104
S1 126-047 126-047 126-075 126-028
S2 126-008 126-008 126-066
S3 125-223 125-262 126-056
S4 125-118 125-157 126-027
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 129-168 129-022 127-015
R3 128-143 127-317 126-240
R2 127-118 127-118 126-208
R1 126-292 126-292 126-177 127-045
PP 126-093 126-093 126-093 126-130
S1 125-267 125-267 126-113 126-020
S2 125-068 125-068 126-082
S3 124-043 124-242 126-050
S4 123-018 123-217 125-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-240 125-215 1-025 0.9% 0-141 0.3% 55% False False 80,329
10 126-240 125-215 1-025 0.9% 0-136 0.3% 55% False False 52,984
20 126-240 125-045 1-195 1.3% 0-131 0.3% 70% False False 29,465
40 126-240 124-140 2-100 1.8% 0-130 0.3% 79% False False 15,650
60 126-245 124-140 2-105 1.8% 0-112 0.3% 79% False False 10,468
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 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-306
2.618 127-135
1.618 127-030
1.000 126-285
0.618 126-245
HIGH 126-180
0.618 126-140
0.500 126-128
0.382 126-115
LOW 126-075
0.618 126-010
1.000 125-290
1.618 125-225
2.618 125-120
4.250 124-269
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 126-128 126-158
PP 126-113 126-133
S1 126-099 126-109

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

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