ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 125-215 125-225 0-010 0.0% 126-220
High 125-215 125-240 0-025 0.1% 126-220
Low 125-215 125-075 -0-140 -0.3% 126-000
Close 125-215 125-095 -0-120 -0.3% 126-000
Range 0-000 0-165 0-165 0-220
ATR 0-077 0-083 0-006 8.2% 0-000
Volume 0 147 147 0
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 126-312 126-208 125-186
R3 126-147 126-043 125-140
R2 125-302 125-302 125-125
R1 125-198 125-198 125-110 125-168
PP 125-137 125-137 125-137 125-121
S1 125-033 125-033 125-080 125-003
S2 124-292 124-292 125-065
S3 124-127 124-188 125-050
S4 123-282 124-023 125-004
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 128-093 127-267 126-121
R3 127-193 127-047 126-060
R2 126-293 126-293 126-040
R1 126-147 126-147 126-020 126-110
PP 126-073 126-073 126-073 126-055
S1 125-247 125-247 125-300 125-210
S2 125-173 125-173 125-280
S3 124-273 125-027 125-260
S4 124-053 124-127 125-199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-030 125-075 0-275 0.7% 0-038 0.1% 7% False True 32
10 127-060 125-075 1-305 1.6% 0-019 0.0% 3% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 127-301
2.618 127-032
1.618 126-187
1.000 126-085
0.618 126-022
HIGH 125-240
0.618 125-177
0.500 125-158
0.382 125-138
LOW 125-075
0.618 124-293
1.000 124-230
1.618 124-128
2.618 123-283
4.250 123-014
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 125-158 125-160
PP 125-137 125-138
S1 125-116 125-117

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

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