ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 22-Sep-2017
Day Change Summary
Previous Current
21-Sep-2017 22-Sep-2017 Change Change % Previous Week
Open 125-220 125-190 -0-030 -0.1% 126-085
High 125-290 125-300 0-010 0.0% 126-090
Low 125-180 125-185 0-005 0.0% 125-170
Close 125-200 125-235 0-035 0.1% 125-235
Range 0-110 0-115 0-005 4.5% 0-240
ATR 0-139 0-137 -0-002 -1.2% 0-000
Volume 1,288,393 1,231,862 -56,531 -4.4% 5,960,466
Daily Pivots for day following 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 126-265 126-205 125-298
R3 126-150 126-090 125-267
R2 126-035 126-035 125-256
R1 125-295 125-295 125-246 126-005
PP 125-240 125-240 125-240 125-255
S1 125-180 125-180 125-224 125-210
S2 125-125 125-125 125-214
S3 125-010 125-065 125-203
S4 124-215 124-270 125-172
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 128-032 127-213 126-047
R3 127-112 126-293 125-301
R2 126-192 126-192 125-279
R1 126-053 126-053 125-257 126-003
PP 125-272 125-272 125-272 125-246
S1 125-133 125-133 125-213 125-083
S2 125-032 125-032 125-191
S3 124-112 124-213 125-169
S4 123-192 123-293 125-103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-090 125-170 0-240 0.6% 0-120 0.3% 27% False False 1,192,093
10 127-100 125-170 1-250 1.4% 0-125 0.3% 11% False False 1,178,057
20 127-285 125-170 2-115 1.9% 0-138 0.3% 9% False False 1,340,783
40 127-285 125-070 2-215 2.1% 0-132 0.3% 19% False False 715,880
60 127-285 124-140 3-145 2.7% 0-131 0.3% 38% False False 477,932
80 127-285 124-140 3-145 2.7% 0-118 0.3% 38% False False 358,498
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-149
2.618 126-281
1.618 126-166
1.000 126-095
0.618 126-051
HIGH 125-300
0.618 125-256
0.500 125-242
0.382 125-229
LOW 125-185
0.618 125-114
1.000 125-070
1.618 124-319
2.618 124-204
4.250 124-016
Fisher Pivots for day following 22-Sep-2017
Pivot 1 day 3 day
R1 125-242 125-273
PP 125-240 125-260
S1 125-238 125-248

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

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