ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 25-Sep-2017
Day Change Summary
Previous Current
22-Sep-2017 25-Sep-2017 Change Change % Previous Week
Open 125-190 125-240 0-050 0.1% 126-085
High 125-300 126-045 0-065 0.2% 126-090
Low 125-185 125-230 0-045 0.1% 125-170
Close 125-235 126-020 0-105 0.3% 125-235
Range 0-115 0-135 0-020 17.4% 0-240
ATR 0-137 0-137 0-000 -0.1% 0-000
Volume 1,231,862 1,260,658 28,796 2.3% 5,960,466
Daily Pivots for day following 25-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-077 127-023 126-094
R3 126-262 126-208 126-057
R2 126-127 126-127 126-045
R1 126-073 126-073 126-032 126-100
PP 125-312 125-312 125-312 126-005
S1 125-258 125-258 126-008 125-285
S2 125-177 125-177 125-315
S3 125-042 125-123 125-303
S4 124-227 124-308 125-266
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
5 126-070 125-170 0-220 0.5% 0-131 0.3% 77% False False 1,285,600
10 127-005 125-170 1-155 1.2% 0-124 0.3% 36% False False 1,206,611
20 127-285 125-170 2-115 1.9% 0-139 0.3% 23% False False 1,349,373
40 127-285 125-105 2-180 2.0% 0-132 0.3% 29% False False 747,302
60 127-285 124-140 3-145 2.7% 0-132 0.3% 47% False False 498,933
80 127-285 124-140 3-145 2.7% 0-120 0.3% 47% False False 374,256
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 3 trading days
Fibonacci Retracements and Extensions
4.250 127-299
2.618 127-078
1.618 126-263
1.000 126-180
0.618 126-128
HIGH 126-045
0.618 125-313
0.500 125-298
0.382 125-282
LOW 125-230
0.618 125-147
1.000 125-095
1.618 125-012
2.618 124-197
4.250 123-296
Fisher Pivots for day following 25-Sep-2017
Pivot 1 day 3 day
R1 126-006 125-317
PP 125-312 125-295
S1 125-298 125-272

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

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