ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 125-305 125-220 -0-085 -0.2% 127-090
High 126-055 125-290 -0-085 -0.2% 127-100
Low 125-170 125-180 0-010 0.0% 126-055
Close 125-200 125-200 0-000 0.0% 126-100
Range 0-205 0-110 -0-095 -46.3% 1-045
ATR 0-141 0-139 -0-002 -1.6% 0-000
Volume 1,546,871 1,288,393 -258,478 -16.7% 5,820,111
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 126-233 126-167 125-261
R3 126-123 126-057 125-230
R2 126-013 126-013 125-220
R1 125-267 125-267 125-210 125-245
PP 125-223 125-223 125-223 125-213
S1 125-157 125-157 125-190 125-135
S2 125-113 125-113 125-180
S3 125-003 125-047 125-170
S4 124-213 124-257 125-139
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
5 126-180 125-170 1-010 0.8% 0-120 0.3% 9% False False 1,171,174
10 127-285 125-170 2-115 1.9% 0-129 0.3% 4% False False 1,196,536
20 127-285 125-170 2-115 1.9% 0-136 0.3% 4% False False 1,324,886
40 127-285 125-070 2-215 2.1% 0-133 0.3% 15% False False 685,183
60 127-285 124-140 3-145 2.7% 0-131 0.3% 34% False False 457,428
80 127-285 124-140 3-145 2.7% 0-118 0.3% 34% False False 343,099
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-118
2.618 126-258
1.618 126-148
1.000 126-080
0.618 126-038
HIGH 125-290
0.618 125-248
0.500 125-235
0.382 125-222
LOW 125-180
0.618 125-112
1.000 125-070
1.618 125-002
2.618 124-212
4.250 124-032
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 125-235 125-280
PP 125-223 125-253
S1 125-212 125-227

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

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