ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 25-Sep-2017
Day Change Summary
Previous Current
22-Sep-2017 25-Sep-2017 Change Change % Previous Week
Open 125-195 125-220 0-025 0.1% 125-220
High 125-195 125-260 0-065 0.2% 125-245
Low 125-135 125-220 0-085 0.2% 125-075
Close 125-135 125-245 0-110 0.3% 125-135
Range 0-060 0-040 -0-020 -33.3% 0-170
ATR 0-085 0-087 0-003 3.4% 0-000
Volume 32 95 63 196.9% 328
Daily Pivots for day following 25-Sep-2017
Classic Woodie Camarilla DeMark
R4 126-042 126-023 125-267
R3 126-002 125-303 125-256
R2 125-282 125-282 125-252
R1 125-263 125-263 125-249 125-272
PP 125-242 125-242 125-242 125-246
S1 125-223 125-223 125-241 125-232
S2 125-202 125-202 125-238
S3 125-162 125-183 125-234
S4 125-122 125-143 125-223
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-022 126-248 125-228
R3 126-172 126-078 125-182
R2 126-002 126-002 125-166
R1 125-228 125-228 125-151 125-190
PP 125-152 125-152 125-152 125-133
S1 125-058 125-058 125-119 125-020
S2 124-302 124-302 125-104
S3 124-132 124-208 125-088
S4 123-282 124-038 125-042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-260 125-075 0-185 0.5% 0-070 0.2% 92% True False 82
10 126-105 125-075 1-030 0.9% 0-038 0.1% 49% False False 42
20 127-060 125-075 1-305 1.6% 0-020 0.0% 27% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-110
2.618 126-045
1.618 126-005
1.000 125-300
0.618 125-285
HIGH 125-260
0.618 125-245
0.500 125-240
0.382 125-235
LOW 125-220
0.618 125-195
1.000 125-180
1.618 125-155
2.618 125-115
4.250 125-050
Fisher Pivots for day following 25-Sep-2017
Pivot 1 day 3 day
R1 125-243 125-221
PP 125-242 125-197
S1 125-240 125-172

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

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