ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 19-Oct-2017
Day Change Summary
Previous Current
18-Oct-2017 19-Oct-2017 Change Change % Previous Week
Open 125-135 125-025 -0-110 -0.3% 125-015
High 125-140 125-160 0-020 0.0% 125-255
Low 125-015 125-025 0-010 0.0% 124-315
Close 125-045 125-085 0-040 0.1% 125-225
Range 0-125 0-135 0-010 8.0% 0-260
ATR 0-127 0-127 0-001 0.5% 0-000
Volume 1,059,325 1,499,271 439,946 41.5% 5,176,870
Daily Pivots for day following 19-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-175 126-105 125-159
R3 126-040 125-290 125-122
R2 125-225 125-225 125-110
R1 125-155 125-155 125-097 125-190
PP 125-090 125-090 125-090 125-107
S1 125-020 125-020 125-073 125-055
S2 124-275 124-275 125-060
S3 124-140 124-205 125-048
S4 124-005 124-070 125-011
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
5 125-255 125-015 0-240 0.6% 0-126 0.3% 29% False False 1,250,535
10 125-255 124-225 1-030 0.9% 0-118 0.3% 51% False False 1,177,465
20 126-045 124-225 1-140 1.1% 0-126 0.3% 39% False False 1,266,288
40 127-285 124-225 3-060 2.5% 0-131 0.3% 18% False False 1,295,587
60 127-285 124-225 3-060 2.5% 0-131 0.3% 18% False False 878,885
80 127-285 124-140 3-145 2.8% 0-130 0.3% 24% False False 659,643
100 127-285 124-140 3-145 2.8% 0-119 0.3% 24% False False 527,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-094
2.618 126-193
1.618 126-058
1.000 125-295
0.618 125-243
HIGH 125-160
0.618 125-108
0.500 125-092
0.382 125-077
LOW 125-025
0.618 124-262
1.000 124-210
1.618 124-127
2.618 123-312
4.250 123-091
Fisher Pivots for day following 19-Oct-2017
Pivot 1 day 3 day
R1 125-092 125-090
PP 125-090 125-088
S1 125-087 125-087

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

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