ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 125-050 125-075 0-025 0.1% 124-235
High 125-130 125-135 0-005 0.0% 125-130
Low 125-005 125-035 0-030 0.1% 124-230
Close 125-050 125-115 0-065 0.2% 125-050
Range 0-125 0-100 -0-025 -20.0% 0-220
ATR 0-132 0-130 -0-002 -1.7% 0-000
Volume 1,373,893 954,051 -419,842 -30.6% 6,848,860
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-075 126-035 125-170
R3 125-295 125-255 125-143
R2 125-195 125-195 125-133
R1 125-155 125-155 125-124 125-175
PP 125-095 125-095 125-095 125-105
S1 125-055 125-055 125-106 125-075
S2 124-315 124-315 125-097
S3 124-215 124-275 125-088
S4 124-115 124-175 125-060
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
5 125-135 124-230 0-225 0.6% 0-111 0.3% 91% True False 1,312,103
10 125-135 124-060 1-075 1.0% 0-128 0.3% 95% True False 1,501,279
20 125-255 124-060 1-195 1.3% 0-126 0.3% 73% False False 1,368,752
40 127-005 124-060 2-265 2.3% 0-127 0.3% 41% False False 1,313,983
60 127-285 124-060 3-225 3.0% 0-132 0.3% 32% False False 1,171,330
80 127-285 124-060 3-225 3.0% 0-130 0.3% 32% False False 880,123
100 127-285 124-060 3-225 3.0% 0-128 0.3% 32% False False 704,336
Crabel Price Patterns
NR True
NR4 True
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 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-240
2.618 126-077
1.618 125-297
1.000 125-235
0.618 125-197
HIGH 125-135
0.618 125-097
0.500 125-085
0.382 125-073
LOW 125-035
0.618 124-293
1.000 124-255
1.618 124-193
2.618 124-093
4.250 123-250
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 125-105 125-093
PP 125-095 125-072
S1 125-085 125-050

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

View Archives - Comment on this page... - Back to Index of Symbols