ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 26-Sep-2017
Day Change Summary
Previous Current
25-Sep-2017 26-Sep-2017 Change Change % Previous Week
Open 125-220 125-205 -0-015 0.0% 125-220
High 125-260 125-255 -0-005 0.0% 125-245
Low 125-220 125-180 -0-040 -0.1% 125-075
Close 125-245 125-225 -0-020 0.0% 125-135
Range 0-040 0-075 0-035 87.5% 0-170
ATR 0-087 0-087 -0-001 -1.0% 0-000
Volume 95 93 -2 -2.1% 328
Daily Pivots for day following 26-Sep-2017
Classic Woodie Camarilla DeMark
R4 126-125 126-090 125-266
R3 126-050 126-015 125-246
R2 125-295 125-295 125-239
R1 125-260 125-260 125-232 125-278
PP 125-220 125-220 125-220 125-229
S1 125-185 125-185 125-218 125-202
S2 125-145 125-145 125-211
S3 125-070 125-110 125-204
S4 124-315 125-035 125-184
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% 0-085 0.2% 81% False False 100
10 126-045 125-075 0-290 0.7% 0-045 0.1% 52% False False 51
20 127-060 125-075 1-305 1.6% 0-023 0.1% 24% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-254
2.618 126-131
1.618 126-056
1.000 126-010
0.618 125-301
HIGH 125-255
0.618 125-226
0.500 125-218
0.382 125-209
LOW 125-180
0.618 125-134
1.000 125-105
1.618 125-059
2.618 124-304
4.250 124-181
Fisher Pivots for day following 26-Sep-2017
Pivot 1 day 3 day
R1 125-222 125-216
PP 125-220 125-207
S1 125-218 125-198

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

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