ECBOT 10 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 05-Dec-2017
Day Change Summary
Previous Current
04-Dec-2017 05-Dec-2017 Change Change % Previous Week
Open 124-065 124-170 0-105 0.3% 124-315
High 124-185 124-205 0-020 0.1% 125-075
Low 124-065 124-115 0-050 0.1% 124-060
Close 124-160 124-190 0-030 0.1% 124-215
Range 0-120 0-090 -0-030 -25.0% 1-015
ATR 0-140 0-137 -0-004 -2.6% 0-000
Volume 66,535 30,474 -36,061 -54.2% 8,039,027
Daily Pivots for day following 05-Dec-2017
Classic Woodie Camarilla DeMark
R4 125-120 125-085 124-240
R3 125-030 124-315 124-215
R2 124-260 124-260 124-207
R1 124-225 124-225 124-198 124-242
PP 124-170 124-170 124-170 124-179
S1 124-135 124-135 124-182 124-153
S2 124-080 124-080 124-174
S3 123-310 124-045 124-165
S4 123-220 123-275 124-141
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
5 125-035 124-060 0-295 0.7% 0-168 0.4% 44% False False 514,868
10 125-075 124-060 1-015 0.8% 0-138 0.3% 39% False False 1,272,537
20 125-150 124-060 1-090 1.0% 0-128 0.3% 32% False False 1,288,881
40 125-255 124-060 1-195 1.3% 0-127 0.3% 25% False False 1,328,816
60 127-005 124-060 2-265 2.3% 0-127 0.3% 14% False False 1,305,615
80 127-285 124-060 3-225 3.0% 0-131 0.3% 11% False False 1,200,718
100 127-285 124-060 3-225 3.0% 0-129 0.3% 11% False False 961,874
120 127-285 124-060 3-225 3.0% 0-128 0.3% 11% False False 801,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125-267
2.618 125-121
1.618 125-031
1.000 124-295
0.618 124-261
HIGH 124-205
0.618 124-171
0.500 124-160
0.382 124-149
LOW 124-115
0.618 124-059
1.000 124-025
1.618 123-289
2.618 123-199
4.250 123-053
Fisher Pivots for day following 05-Dec-2017
Pivot 1 day 3 day
R1 124-180 124-205
PP 124-170 124-200
S1 124-160 124-195

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

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