ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 04-Dec-2017
Day Change Summary
Previous Current
01-Dec-2017 04-Dec-2017 Change Change % Previous Week
Open 124-110 124-065 -0-045 -0.1% 124-315
High 125-030 124-185 -0-165 -0.4% 125-075
Low 124-060 124-065 0-005 0.0% 124-060
Close 124-215 124-160 -0-055 -0.1% 124-215
Range 0-290 0-120 -0-170 -58.6% 1-015
ATR 0-139 0-140 0-001 0.5% 0-000
Volume 178,443 66,535 -111,908 -62.7% 8,039,027
Daily Pivots for day following 04-Dec-2017
Classic Woodie Camarilla DeMark
R4 125-177 125-128 124-226
R3 125-057 125-008 124-193
R2 124-257 124-257 124-182
R1 124-208 124-208 124-171 124-232
PP 124-137 124-137 124-137 124-149
S1 124-088 124-088 124-149 124-112
S2 124-017 124-017 124-138
S3 123-217 123-288 124-127
S4 123-097 123-168 124-094
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 127-268 127-097 125-079
R3 126-253 126-082 124-307
R2 125-238 125-238 124-276
R1 125-067 125-067 124-246 124-305
PP 124-223 124-223 124-223 124-183
S1 124-052 124-052 124-184 123-290
S2 123-208 123-208 124-154
S3 122-193 123-037 124-123
S4 121-178 122-022 124-031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-075 124-060 1-015 0.8% 0-169 0.4% 30% False False 1,041,021
10 125-075 124-060 1-015 0.8% 0-144 0.4% 30% False False 1,397,113
20 125-150 124-060 1-090 1.0% 0-128 0.3% 24% False False 1,335,059
40 125-255 124-060 1-195 1.3% 0-126 0.3% 19% False False 1,334,273
60 127-100 124-060 3-040 2.5% 0-128 0.3% 10% False False 1,321,360
80 127-285 124-060 3-225 3.0% 0-131 0.3% 8% False False 1,200,619
100 127-285 124-060 3-225 3.0% 0-131 0.3% 8% False False 961,586
120 127-285 124-060 3-225 3.0% 0-128 0.3% 8% False False 801,507
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
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
4.250 126-055
2.618 125-179
1.618 125-059
1.000 124-305
0.618 124-259
HIGH 124-185
0.618 124-139
0.500 124-125
0.382 124-111
LOW 124-065
0.618 123-311
1.000 123-265
1.618 123-191
2.618 123-071
4.250 122-195
Fisher Pivots for day following 04-Dec-2017
Pivot 1 day 3 day
R1 124-148 124-205
PP 124-137 124-190
S1 124-125 124-175

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

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