ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 125-205 125-055 -0-150 -0.4% 125-220
High 125-255 125-070 -0-185 -0.5% 125-245
Low 125-180 125-010 -0-170 -0.4% 125-075
Close 125-225 125-035 -0-190 -0.5% 125-135
Range 0-075 0-060 -0-015 -20.0% 0-170
ATR 0-087 0-096 0-009 10.6% 0-000
Volume 93 532 439 472.0% 328
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 125-218 125-187 125-068
R3 125-158 125-127 125-052
R2 125-098 125-098 125-046
R1 125-067 125-067 125-041 125-053
PP 125-038 125-038 125-038 125-031
S1 125-007 125-007 125-030 124-313
S2 124-298 124-298 125-024
S3 124-238 124-267 125-019
S4 124-178 124-207 125-002
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
5 125-260 125-010 0-250 0.6% 0-064 0.2% 10% False True 177
10 126-030 125-010 1-020 0.8% 0-051 0.1% 7% False True 104
20 127-060 125-010 2-050 1.7% 0-026 0.1% 4% False True 52
Crabel Price Patterns
NR True
NR4 False
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 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-005
2.618 125-227
1.618 125-167
1.000 125-130
0.618 125-107
HIGH 125-070
0.618 125-047
0.500 125-040
0.382 125-033
LOW 125-010
0.618 124-293
1.000 124-270
1.618 124-233
2.618 124-173
4.250 124-075
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 125-040 125-135
PP 125-038 125-102
S1 125-037 125-068

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

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