ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary
Previous Current
06-Nov-2017 07-Nov-2017 Change Change % Previous Week
Open 125-075 125-125 0-050 0.1% 124-235
High 125-135 125-150 0-015 0.0% 125-130
Low 125-035 125-060 0-025 0.1% 124-230
Close 125-115 125-135 0-020 0.0% 125-050
Range 0-100 0-090 -0-010 -10.0% 0-220
ATR 0-130 0-127 -0-003 -2.2% 0-000
Volume 954,051 1,281,128 327,077 34.3% 6,848,860
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-065 126-030 125-185
R3 125-295 125-260 125-160
R2 125-205 125-205 125-152
R1 125-170 125-170 125-143 125-188
PP 125-115 125-115 125-115 125-124
S1 125-080 125-080 125-127 125-098
S2 125-025 125-025 125-119
S3 124-255 124-310 125-110
S4 124-165 124-220 125-085
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
5 125-150 124-230 0-240 0.6% 0-114 0.3% 94% True False 1,283,151
10 125-150 124-060 1-090 1.0% 0-123 0.3% 96% True False 1,493,997
20 125-255 124-060 1-195 1.3% 0-124 0.3% 77% False False 1,371,910
40 126-250 124-060 2-190 2.1% 0-126 0.3% 48% False False 1,315,664
60 127-285 124-060 3-225 3.0% 0-132 0.3% 33% False False 1,192,185
80 127-285 124-060 3-225 3.0% 0-130 0.3% 33% False False 896,131
100 127-285 124-060 3-225 3.0% 0-128 0.3% 33% False False 717,147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-213
2.618 126-066
1.618 125-296
1.000 125-240
0.618 125-206
HIGH 125-150
0.618 125-116
0.500 125-105
0.382 125-094
LOW 125-060
0.618 125-004
1.000 124-290
1.618 124-234
2.618 124-144
4.250 123-317
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 125-125 125-116
PP 125-115 125-097
S1 125-105 125-078

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

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