ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 126-010 125-300 -0-030 -0.1% 126-085
High 126-040 125-305 -0-055 -0.1% 126-090
Low 125-265 125-100 -0-165 -0.4% 125-170
Close 126-000 125-140 -0-180 -0.4% 125-235
Range 0-095 0-205 0-110 115.8% 0-240
ATR 0-134 0-140 0-006 4.6% 0-000
Volume 1,085,938 2,014,703 928,765 85.5% 5,960,466
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-157 127-033 125-253
R3 126-272 126-148 125-196
R2 126-067 126-067 125-178
R1 125-263 125-263 125-159 125-222
PP 125-182 125-182 125-182 125-161
S1 125-058 125-058 125-121 125-018
S2 124-297 124-297 125-102
S3 124-092 124-173 125-084
S4 123-207 123-288 125-027
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
5 126-045 125-100 0-265 0.7% 0-132 0.3% 15% False True 1,376,310
10 126-180 125-100 1-080 1.0% 0-128 0.3% 10% False True 1,291,810
20 127-285 125-100 2-185 2.1% 0-141 0.4% 5% False True 1,329,162
40 127-285 125-100 2-185 2.1% 0-134 0.3% 5% False True 824,602
60 127-285 124-140 3-145 2.8% 0-132 0.3% 29% False False 550,606
80 127-285 124-140 3-145 2.8% 0-122 0.3% 29% False False 413,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-216
2.618 127-202
1.618 126-317
1.000 126-190
0.618 126-112
HIGH 125-305
0.618 125-227
0.500 125-202
0.382 125-178
LOW 125-100
0.618 124-293
1.000 124-215
1.618 124-088
2.618 123-203
4.250 122-189
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 125-202 125-232
PP 125-182 125-202
S1 125-161 125-171

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

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