ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 13-Sep-2017
Day Change Summary
Previous Current
12-Sep-2017 13-Sep-2017 Change Change % Previous Week
Open 126-305 126-205 -0-100 -0.2% 126-295
High 127-005 126-250 -0-075 -0.2% 127-285
Low 126-180 126-130 -0-050 -0.1% 126-240
Close 126-205 126-145 -0-060 -0.1% 127-160
Range 0-145 0-120 -0-025 -17.2% 1-045
ATR 0-150 0-147 -0-002 -1.4% 0-000
Volume 1,213,871 1,034,784 -179,087 -14.8% 6,171,456
Daily Pivots for day following 13-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-215 127-140 126-211
R3 127-095 127-020 126-178
R2 126-295 126-295 126-167
R1 126-220 126-220 126-156 126-198
PP 126-175 126-175 126-175 126-164
S1 126-100 126-100 126-134 126-078
S2 126-055 126-055 126-123
S3 125-255 125-300 126-112
S4 125-135 125-180 126-079
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 130-257 130-093 128-041
R3 129-212 129-048 127-260
R2 128-167 128-167 127-227
R1 128-003 128-003 127-193 128-085
PP 127-122 127-122 127-122 127-162
S1 126-278 126-278 127-127 127-040
S2 126-077 126-077 127-093
S3 125-032 125-233 127-060
S4 123-307 124-188 126-279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-285 126-130 1-155 1.2% 0-153 0.4% 3% False True 1,239,056
10 127-285 126-130 1-155 1.2% 0-155 0.4% 3% False True 1,366,515
20 127-285 125-215 2-070 1.8% 0-143 0.4% 35% False False 994,830
40 127-285 125-045 2-240 2.2% 0-134 0.3% 48% False False 502,442
60 127-285 124-140 3-145 2.7% 0-129 0.3% 58% False False 335,379
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 128-120
2.618 127-244
1.618 127-124
1.000 127-050
0.618 127-004
HIGH 126-250
0.618 126-204
0.500 126-190
0.382 126-176
LOW 126-130
0.618 126-056
1.000 126-010
1.618 125-256
2.618 125-136
4.250 124-260
Fisher Pivots for day following 13-Sep-2017
Pivot 1 day 3 day
R1 126-190 126-275
PP 126-175 126-232
S1 126-160 126-188

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

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