ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 07-Sep-2017
Day Change Summary
Previous Current
06-Sep-2017 07-Sep-2017 Change Change % Previous Week
Open 127-150 127-035 -0-115 -0.3% 126-195
High 127-180 127-230 0-050 0.1% 127-105
Low 127-020 127-030 0-010 0.0% 126-170
Close 127-030 127-165 0-135 0.3% 126-215
Range 0-160 0-200 0-040 25.0% 0-255
ATR 0-141 0-145 0-004 3.0% 0-000
Volume 1,425,016 1,554,856 129,840 9.1% 7,774,771
Daily Pivots for day following 07-Sep-2017
Classic Woodie Camarilla DeMark
R4 129-102 129-013 127-275
R3 128-222 128-133 127-220
R2 128-022 128-022 127-202
R1 127-253 127-253 127-183 127-298
PP 127-142 127-142 127-142 127-164
S1 127-053 127-053 127-147 127-098
S2 126-262 126-262 127-128
S3 126-062 126-173 127-110
S4 125-182 125-293 127-055
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
5 127-230 126-190 1-040 0.9% 0-179 0.4% 82% True False 1,540,659
10 127-230 126-105 1-125 1.1% 0-144 0.4% 85% True False 1,453,235
20 127-230 125-215 2-015 1.6% 0-141 0.3% 90% True False 768,647
40 127-230 124-285 2-265 2.2% 0-134 0.3% 93% True False 386,539
60 127-230 124-140 3-090 2.6% 0-127 0.3% 94% True False 258,043
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-120
2.618 129-114
1.618 128-234
1.000 128-110
0.618 128-034
HIGH 127-230
0.618 127-154
0.500 127-130
0.382 127-106
LOW 127-030
0.618 126-226
1.000 126-150
1.618 126-026
2.618 125-146
4.250 124-140
Fisher Pivots for day following 07-Sep-2017
Pivot 1 day 3 day
R1 127-153 127-135
PP 127-142 127-105
S1 127-130 127-075

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

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