ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 124-310 125-050 0-060 0.2% 124-235
High 125-085 125-130 0-045 0.1% 125-130
Low 124-285 125-005 0-040 0.1% 124-230
Close 125-045 125-050 0-005 0.0% 125-050
Range 0-120 0-125 0-005 4.2% 0-220
ATR 0-133 0-132 -0-001 -0.4% 0-000
Volume 1,419,118 1,373,893 -45,225 -3.2% 6,848,860
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-117 126-048 125-119
R3 125-312 125-243 125-084
R2 125-187 125-187 125-073
R1 125-118 125-118 125-061 125-113
PP 125-062 125-062 125-062 125-059
S1 124-313 124-313 125-039 124-308
S2 124-257 124-257 125-027
S3 124-132 124-188 125-016
S4 124-007 124-063 124-301
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 127-050 126-270 125-171
R3 126-150 126-050 125-111
R2 125-250 125-250 125-090
R1 125-150 125-150 125-070 125-200
PP 125-030 125-030 125-030 125-055
S1 124-250 124-250 125-030 124-300
S2 124-130 124-130 125-010
S3 123-230 124-030 124-310
S4 123-010 123-130 124-249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-130 124-230 0-220 0.5% 0-112 0.3% 64% True False 1,369,772
10 125-130 124-060 1-070 1.0% 0-127 0.3% 79% True False 1,499,028
20 125-255 124-060 1-195 1.3% 0-124 0.3% 60% False False 1,333,486
40 127-100 124-060 3-040 2.5% 0-128 0.3% 31% False False 1,314,510
60 127-285 124-060 3-225 3.0% 0-132 0.3% 26% False False 1,155,805
80 127-285 124-060 3-225 3.0% 0-131 0.3% 26% False False 868,217
100 127-285 124-060 3-225 3.0% 0-128 0.3% 26% False False 694,796
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-021
2.618 126-137
1.618 126-012
1.000 125-255
0.618 125-207
HIGH 125-130
0.618 125-082
0.500 125-068
0.382 125-053
LOW 125-005
0.618 124-248
1.000 124-200
1.618 124-123
2.618 123-318
4.250 123-114
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 125-068 125-040
PP 125-062 125-030
S1 125-056 125-020

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

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