ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 126-285 127-005 0-040 0.1% 126-195
High 127-010 127-075 0-065 0.2% 127-105
Low 126-230 126-190 -0-040 -0.1% 126-170
Close 126-315 126-215 -0-100 -0.2% 126-215
Range 0-100 0-205 0-105 105.0% 0-255
ATR 0-125 0-130 0-006 4.6% 0-000
Volume 1,384,311 1,564,183 179,872 13.0% 7,774,771
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 128-242 128-113 127-008
R3 128-037 127-228 126-271
R2 127-152 127-152 126-253
R1 127-023 127-023 126-234 126-305
PP 126-267 126-267 126-267 126-248
S1 126-138 126-138 126-196 126-100
S2 126-062 126-062 126-177
S3 125-177 125-253 126-159
S4 124-292 125-048 126-102
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 129-075 128-240 127-035
R3 128-140 127-305 126-285
R2 127-205 127-205 126-262
R1 127-050 127-050 126-238 127-127
PP 126-270 126-270 126-270 126-309
S1 126-115 126-115 126-192 126-193
S2 126-015 126-015 126-168
S3 125-080 125-180 126-145
S4 124-145 124-245 126-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-105 126-170 0-255 0.6% 0-129 0.3% 18% False False 1,554,954
10 127-105 126-065 1-040 0.9% 0-120 0.3% 42% False False 1,034,684
20 127-105 125-175 1-250 1.4% 0-127 0.3% 63% False False 532,213
40 127-105 124-165 2-260 2.2% 0-127 0.3% 77% False False 267,905
60 127-105 124-140 2-285 2.3% 0-118 0.3% 77% False False 178,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 129-306
2.618 128-292
1.618 128-087
1.000 127-280
0.618 127-202
HIGH 127-075
0.618 126-317
0.500 126-293
0.382 126-268
LOW 126-190
0.618 126-063
1.000 125-305
1.618 125-178
2.618 124-293
4.250 123-279
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 126-293 126-293
PP 126-267 126-267
S1 126-241 126-241

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

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