ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 17-Oct-2017
Day Change Summary
Previous Current
16-Oct-2017 17-Oct-2017 Change Change % Previous Week
Open 125-230 125-145 -0-085 -0.2% 125-015
High 125-235 125-165 -0-070 -0.2% 125-255
Low 125-115 125-070 -0-045 -0.1% 124-315
Close 125-135 125-140 0-005 0.0% 125-225
Range 0-120 0-095 -0-025 -20.9% 0-260
ATR 0-129 0-127 -0-002 -1.9% 0-000
Volume 1,140,752 1,087,579 -53,173 -4.7% 5,176,870
Daily Pivots for day following 17-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-090 126-050 125-192
R3 125-315 125-275 125-166
R2 125-220 125-220 125-157
R1 125-180 125-180 125-149 125-152
PP 125-125 125-125 125-125 125-111
S1 125-085 125-085 125-131 125-058
S2 125-030 125-030 125-123
S3 124-255 124-310 125-114
S4 124-160 124-215 125-088
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 127-298 127-202 126-048
R3 127-038 126-262 125-296
R2 126-098 126-098 125-273
R1 126-002 126-002 125-249 126-050
PP 125-158 125-158 125-158 125-183
S1 125-062 125-062 125-201 125-110
S2 124-218 124-218 125-177
S3 123-278 124-122 125-153
S4 123-018 123-182 125-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-255 125-020 0-235 0.6% 0-111 0.3% 51% False False 1,187,700
10 125-255 124-225 1-030 0.9% 0-116 0.3% 67% False False 1,141,648
20 126-055 124-225 1-150 1.2% 0-129 0.3% 50% False False 1,280,121
40 127-285 124-225 3-060 2.5% 0-131 0.3% 23% False False 1,244,794
60 127-285 124-225 3-060 2.5% 0-133 0.3% 23% False False 836,336
80 127-285 124-140 3-145 2.8% 0-130 0.3% 29% False False 627,663
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-249
2.618 126-094
1.618 125-319
1.000 125-260
0.618 125-224
HIGH 125-165
0.618 125-129
0.500 125-118
0.382 125-106
LOW 125-070
0.618 125-011
1.000 124-295
1.618 124-236
2.618 124-141
4.250 123-306
Fisher Pivots for day following 17-Oct-2017
Pivot 1 day 3 day
R1 125-133 125-163
PP 125-125 125-155
S1 125-118 125-148

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

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