ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 14-Nov-2017
Day Change Summary
Previous Current
13-Nov-2017 14-Nov-2017 Change Change % Previous Week
Open 124-215 124-195 -0-020 -0.1% 125-075
High 124-290 124-265 -0-025 -0.1% 125-150
Low 124-175 124-160 -0-015 0.0% 124-210
Close 124-200 124-235 0-035 0.1% 124-225
Range 0-115 0-105 -0-010 -8.7% 0-260
ATR 0-125 0-124 -0-001 -1.2% 0-000
Volume 960,605 1,232,433 271,828 28.3% 6,310,170
Daily Pivots for day following 14-Nov-2017
Classic Woodie Camarilla DeMark
R4 125-215 125-170 124-293
R3 125-110 125-065 124-264
R2 125-005 125-005 124-254
R1 124-280 124-280 124-245 124-302
PP 124-220 124-220 124-220 124-231
S1 124-175 124-175 124-225 124-198
S2 124-115 124-115 124-216
S3 124-010 124-070 124-206
S4 123-225 123-285 124-177
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 127-122 126-273 125-048
R3 126-182 126-013 124-296
R2 125-242 125-242 124-273
R1 125-073 125-073 124-249 125-028
PP 124-302 124-302 124-302 124-279
S1 124-133 124-133 124-201 124-088
S2 124-042 124-042 124-177
S3 123-102 123-193 124-153
S4 122-162 122-253 124-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-150 124-160 0-310 0.8% 0-114 0.3% 24% False True 1,253,605
10 125-150 124-160 0-310 0.8% 0-114 0.3% 24% False True 1,268,378
20 125-160 124-060 1-100 1.1% 0-125 0.3% 42% False False 1,388,386
40 126-055 124-060 1-315 1.6% 0-127 0.3% 28% False False 1,334,254
60 127-285 124-060 3-225 3.0% 0-129 0.3% 15% False False 1,292,658
80 127-285 124-060 3-225 3.0% 0-131 0.3% 15% False False 974,348
100 127-285 124-060 3-225 3.0% 0-129 0.3% 15% False False 779,808
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 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-071
2.618 125-220
1.618 125-115
1.000 125-050
0.618 125-010
HIGH 124-265
0.618 124-225
0.500 124-212
0.382 124-200
LOW 124-160
0.618 124-095
1.000 124-055
1.618 123-310
2.618 123-205
4.250 123-034
Fisher Pivots for day following 14-Nov-2017
Pivot 1 day 3 day
R1 124-228 124-265
PP 124-220 124-255
S1 124-212 124-245

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

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