ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 126-160 126-085 -0-075 -0.2% 127-090
High 126-180 126-090 -0-090 -0.2% 127-100
Low 126-065 126-010 -0-055 -0.1% 126-055
Close 126-100 126-025 -0-075 -0.2% 126-100
Range 0-115 0-080 -0-035 -30.4% 1-045
ATR 0-144 0-140 -0-004 -2.7% 0-000
Volume 1,127,267 793,121 -334,146 -29.6% 5,820,111
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 126-282 126-233 126-069
R3 126-202 126-153 126-047
R2 126-122 126-122 126-040
R1 126-073 126-073 126-032 126-058
PP 126-042 126-042 126-042 126-034
S1 125-313 125-313 126-018 125-298
S2 125-282 125-282 126-010
S3 125-202 125-233 126-003
S4 125-122 125-153 125-301
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 130-007 129-098 126-301
R3 128-282 128-053 126-200
R2 127-237 127-237 126-167
R1 127-008 127-008 126-133 126-260
PP 126-192 126-192 126-192 126-158
S1 125-283 125-283 126-067 125-215
S2 125-147 125-147 126-033
S3 124-102 124-238 126-000
S4 123-057 123-193 125-219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-005 126-010 0-315 0.8% 0-117 0.3% 5% False True 1,127,622
10 127-285 126-010 1-275 1.5% 0-148 0.4% 3% False True 1,278,468
20 127-285 126-010 1-275 1.5% 0-134 0.3% 3% False True 1,156,576
40 127-285 125-045 2-240 2.2% 0-135 0.3% 34% False False 587,001
60 127-285 124-140 3-145 2.7% 0-130 0.3% 48% False False 391,841
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 0-029
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 127-110
2.618 126-299
1.618 126-219
1.000 126-170
0.618 126-139
HIGH 126-090
0.618 126-059
0.500 126-050
0.382 126-041
LOW 126-010
0.618 125-281
1.000 125-250
1.618 125-201
2.618 125-121
4.250 124-310
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 126-050 126-095
PP 126-042 126-072
S1 126-033 126-048

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

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