ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 10-Oct-2017
Day Change Summary
Previous Current
09-Oct-2017 10-Oct-2017 Change Change % Previous Week
Open 125-015 125-045 0-030 0.1% 125-075
High 125-055 125-140 0-085 0.2% 125-195
Low 124-315 125-005 0-010 0.0% 124-225
Close 125-030 125-085 0-055 0.1% 125-010
Range 0-060 0-135 0-075 125.0% 0-290
ATR 0-133 0-134 0-000 0.1% 0-000
Volume 248,732 1,217,966 969,234 389.7% 6,288,537
Daily Pivots for day following 10-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-162 126-098 125-159
R3 126-027 125-283 125-122
R2 125-212 125-212 125-110
R1 125-148 125-148 125-097 125-180
PP 125-077 125-077 125-077 125-092
S1 125-013 125-013 125-073 125-045
S2 124-262 124-262 125-060
S3 124-127 124-198 125-048
S4 123-312 124-063 125-011
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 127-267 127-108 125-170
R3 126-297 126-138 125-090
R2 126-007 126-007 125-063
R1 125-168 125-168 125-037 125-103
PP 125-037 125-037 125-037 125-004
S1 124-198 124-198 124-303 124-132
S2 124-067 124-067 124-277
S3 123-097 123-228 124-250
S4 122-127 122-258 124-171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-195 124-225 0-290 0.7% 0-121 0.3% 62% False False 1,095,595
10 125-305 124-225 1-080 1.0% 0-137 0.3% 45% False False 1,325,020
20 126-250 124-225 2-025 1.7% 0-128 0.3% 27% False False 1,259,419
40 127-285 124-225 3-060 2.5% 0-136 0.3% 18% False False 1,102,323
60 127-285 124-225 3-060 2.5% 0-132 0.3% 18% False False 737,538
80 127-285 124-140 3-145 2.8% 0-129 0.3% 24% False False 553,457
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-074
2.618 126-173
1.618 126-038
1.000 125-275
0.618 125-223
HIGH 125-140
0.618 125-088
0.500 125-072
0.382 125-057
LOW 125-005
0.618 124-242
1.000 124-190
1.618 124-107
2.618 123-292
4.250 123-071
Fisher Pivots for day following 10-Oct-2017
Pivot 1 day 3 day
R1 125-081 125-064
PP 125-077 125-043
S1 125-072 125-022

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

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