ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 24-Aug-2017
Day Change Summary
Previous Current
23-Aug-2017 24-Aug-2017 Change Change % Previous Week
Open 126-085 126-210 0-125 0.3% 126-135
High 126-215 126-210 -0-005 0.0% 126-240
Low 126-065 126-125 0-060 0.1% 125-215
Close 126-205 126-130 -0-075 -0.2% 126-145
Range 0-150 0-085 -0-065 -43.3% 1-025
ATR 0-134 0-130 -0-003 -2.6% 0-000
Volume 322,184 913,907 591,723 183.7% 227,088
Daily Pivots for day following 24-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-090 127-035 126-177
R3 127-005 126-270 126-153
R2 126-240 126-240 126-146
R1 126-185 126-185 126-138 126-170
PP 126-155 126-155 126-155 126-148
S1 126-100 126-100 126-122 126-085
S2 126-070 126-070 126-114
S3 125-305 126-015 126-107
S4 125-220 125-250 126-083
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
5 126-240 126-065 0-175 0.4% 0-118 0.3% 37% False False 310,178
10 126-240 125-215 1-025 0.9% 0-130 0.3% 68% False False 173,284
20 126-240 125-070 1-170 1.2% 0-127 0.3% 78% False False 90,976
40 126-240 124-140 2-100 1.8% 0-128 0.3% 85% False False 46,507
60 126-245 124-140 2-105 1.8% 0-112 0.3% 85% False False 31,069
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 127-251
2.618 127-113
1.618 127-028
1.000 126-295
0.618 126-263
HIGH 126-210
0.618 126-178
0.500 126-168
0.382 126-157
LOW 126-125
0.618 126-072
1.000 126-040
1.618 125-307
2.618 125-222
4.250 125-084
Fisher Pivots for day following 24-Aug-2017
Pivot 1 day 3 day
R1 126-168 126-140
PP 126-155 126-137
S1 126-143 126-133

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

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