ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 124-315 125-025 0-030 0.1% 124-310
High 125-045 125-075 0-030 0.1% 125-045
Low 124-270 124-300 0-030 0.1% 124-190
Close 125-040 124-310 -0-050 -0.1% 124-310
Range 0-095 0-095 0-000 0.0% 0-175
ATR 0-121 0-120 -0-002 -1.6% 0-000
Volume 2,900,454 2,661,242 -239,212 -8.2% 5,865,577
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 125-300 125-240 125-042
R3 125-205 125-145 125-016
R2 125-110 125-110 125-007
R1 125-050 125-050 124-319 125-033
PP 125-015 125-015 125-015 125-006
S1 124-275 124-275 124-301 124-258
S2 124-240 124-240 124-293
S3 124-145 124-180 124-284
S4 124-050 124-085 124-258
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-173 126-097 125-086
R3 125-318 125-242 125-038
R2 125-143 125-143 125-022
R1 125-067 125-067 125-006 125-078
PP 124-288 124-288 124-288 124-294
S1 124-212 124-212 124-294 124-223
S2 124-113 124-113 124-278
S3 123-258 124-037 124-262
S4 123-083 123-182 124-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-075 124-190 0-205 0.5% 0-109 0.3% 59% True False 2,030,207
10 125-075 124-160 0-235 0.6% 0-115 0.3% 64% True False 1,688,655
20 125-150 124-160 0-310 0.8% 0-113 0.3% 48% False False 1,488,189
40 125-255 124-060 1-195 1.3% 0-121 0.3% 49% False False 1,394,833
60 127-285 124-060 3-225 3.0% 0-128 0.3% 21% False False 1,381,819
80 127-285 124-060 3-225 3.0% 0-128 0.3% 21% False False 1,169,418
100 127-285 124-060 3-225 3.0% 0-128 0.3% 21% False False 936,254
120 127-285 124-060 3-225 3.0% 0-123 0.3% 21% False False 780,308
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 0-029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-159
2.618 126-004
1.618 125-229
1.000 125-170
0.618 125-134
HIGH 125-075
0.618 125-039
0.500 125-028
0.382 125-016
LOW 124-300
0.618 124-241
1.000 124-205
1.618 124-146
2.618 124-051
4.250 123-216
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 125-028 125-013
PP 125-015 125-005
S1 125-003 124-318

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

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