ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 125-025 125-015 -0-010 0.0% 124-310
High 125-075 125-035 -0-040 -0.1% 125-045
Low 124-300 124-165 -0-135 -0.3% 124-190
Close 124-310 124-230 -0-080 -0.2% 124-310
Range 0-095 0-190 0-095 100.0% 0-175
ATR 0-120 0-125 0-005 4.2% 0-000
Volume 2,661,242 1,899,713 -761,529 -28.6% 5,865,577
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-180 126-075 125-015
R3 125-310 125-205 124-282
R2 125-120 125-120 124-265
R1 125-015 125-015 124-247 124-293
PP 124-250 124-250 124-250 124-229
S1 124-145 124-145 124-213 124-102
S2 124-060 124-060 124-195
S3 123-190 123-275 124-178
S4 123-000 123-085 124-126
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
5 125-075 124-165 0-230 0.6% 0-126 0.3% 28% False True 2,055,247
10 125-075 124-165 0-230 0.6% 0-124 0.3% 28% False True 1,755,383
20 125-150 124-160 0-310 0.8% 0-119 0.3% 23% False False 1,511,881
40 125-255 124-060 1-195 1.3% 0-122 0.3% 33% False False 1,418,451
60 127-285 124-060 3-225 3.0% 0-128 0.3% 14% False False 1,383,899
80 127-285 124-060 3-225 3.0% 0-129 0.3% 14% False False 1,193,064
100 127-285 124-060 3-225 3.0% 0-129 0.3% 14% False False 955,233
120 127-285 124-060 3-225 3.0% 0-124 0.3% 14% False False 796,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 127-203
2.618 126-212
1.618 126-022
1.000 125-225
0.618 125-152
HIGH 125-035
0.618 124-282
0.500 124-260
0.382 124-238
LOW 124-165
0.618 124-048
1.000 123-295
1.618 123-178
2.618 122-308
4.250 121-317
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 124-260 124-280
PP 124-250 124-263
S1 124-240 124-247

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

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