ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 125-125 125-120 -0-005 0.0% 125-240
High 125-195 125-140 -0-055 -0.1% 126-045
Low 125-060 125-030 -0-030 -0.1% 125-020
Close 125-105 125-050 -0-055 -0.1% 125-100
Range 0-135 0-110 -0-025 -18.5% 1-025
ATR 0-139 0-137 -0-002 -1.5% 0-000
Volume 1,209,896 990,526 -219,370 -18.1% 7,841,565
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-083 126-017 125-111
R3 125-293 125-227 125-080
R2 125-183 125-183 125-070
R1 125-117 125-117 125-060 125-095
PP 125-073 125-073 125-073 125-063
S1 125-007 125-007 125-040 124-305
S2 124-283 124-283 125-030
S3 124-173 124-217 125-020
S4 124-063 124-107 124-310
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 128-237 128-033 125-290
R3 127-212 127-008 125-195
R2 126-187 126-187 125-163
R1 125-303 125-303 125-132 125-232
PP 125-162 125-162 125-162 125-126
S1 124-278 124-278 125-068 124-208
S2 124-137 124-137 125-037
S3 123-112 123-253 125-005
S4 122-087 122-228 124-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-200 124-300 0-220 0.5% 0-128 0.3% 32% False False 1,257,837
10 126-045 124-300 1-065 1.0% 0-135 0.3% 18% False False 1,355,110
20 127-285 124-300 2-305 2.4% 0-132 0.3% 7% False False 1,275,823
40 127-285 124-300 2-305 2.4% 0-136 0.3% 7% False False 1,022,235
60 127-285 124-285 3-000 2.4% 0-133 0.3% 9% False False 682,967
80 127-285 124-140 3-145 2.8% 0-128 0.3% 21% False False 512,488
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 0-031
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-287
2.618 126-108
1.618 125-318
1.000 125-250
0.618 125-208
HIGH 125-140
0.618 125-098
0.500 125-085
0.382 125-072
LOW 125-030
0.618 124-282
1.000 124-240
1.618 124-172
2.618 124-062
4.250 123-203
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 125-085 125-105
PP 125-073 125-087
S1 125-062 125-068

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

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