ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 126-125 126-195 0-070 0.2% 126-125
High 126-220 126-235 0-015 0.0% 126-220
Low 126-105 126-170 0-065 0.2% 126-065
Close 126-195 126-235 0-040 0.1% 126-195
Range 0-115 0-065 -0-050 -43.5% 0-155
ATR 0-129 0-125 -0-005 -3.6% 0-000
Volume 1,088,873 1,562,098 473,225 43.5% 2,572,070
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-088 127-067 126-271
R3 127-023 127-002 126-253
R2 126-278 126-278 126-247
R1 126-257 126-257 126-241 126-268
PP 126-213 126-213 126-213 126-219
S1 126-192 126-192 126-229 126-203
S2 126-148 126-148 126-223
S3 126-083 126-127 126-217
S4 126-018 126-062 126-199
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 127-305 127-245 126-280
R3 127-150 127-090 126-238
R2 126-315 126-315 126-223
R1 126-255 126-255 126-209 126-285
PP 126-160 126-160 126-160 126-175
S1 126-100 126-100 126-181 126-130
S2 126-005 126-005 126-167
S3 125-170 125-265 126-152
S4 125-015 125-110 126-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-235 126-065 0-170 0.4% 0-104 0.3% 100% True False 818,356
10 126-240 125-215 1-025 0.9% 0-128 0.3% 99% False False 433,144
20 126-240 125-105 1-135 1.1% 0-126 0.3% 99% False False 223,231
40 126-240 124-140 2-100 1.8% 0-127 0.3% 99% False False 112,760
60 126-245 124-140 2-105 1.8% 0-113 0.3% 99% False False 75,252
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 127-191
2.618 127-085
1.618 127-020
1.000 126-300
0.618 126-275
HIGH 126-235
0.618 126-210
0.500 126-203
0.382 126-195
LOW 126-170
0.618 126-130
1.000 126-105
1.618 126-065
2.618 126-000
4.250 125-214
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 126-224 126-213
PP 126-213 126-192
S1 126-203 126-170

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

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