ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 124-250 124-290 0-040 0.1% 125-220
High 125-015 125-020 0-005 0.0% 125-260
Low 124-205 124-235 0-030 0.1% 124-245
Close 124-290 125-000 0-030 0.1% 124-315
Range 0-130 0-105 -0-025 -19.2% 1-015
ATR 0-104 0-104 0-000 0.1% 0-000
Volume 587 388 -199 -33.9% 1,750
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 125-293 125-252 125-058
R3 125-188 125-147 125-029
R2 125-083 125-083 125-019
R1 125-042 125-042 125-010 125-062
PP 124-298 124-298 124-298 124-309
S1 124-257 124-257 124-310 124-278
S2 124-193 124-193 124-301
S3 124-088 124-152 124-291
S4 123-303 124-047 124-262
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 128-105 127-225 125-179
R3 127-090 126-210 125-087
R2 126-075 126-075 125-056
R1 125-195 125-195 125-026 125-128
PP 125-060 125-060 125-060 125-026
S1 124-180 124-180 124-284 124-112
S2 124-045 124-045 124-254
S3 123-030 123-165 124-223
S4 122-015 122-150 124-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-095 124-205 0-210 0.5% 0-115 0.3% 55% False False 507
10 125-260 124-205 1-055 0.9% 0-100 0.3% 31% False False 304
20 127-060 124-205 2-175 2.0% 0-051 0.1% 14% False False 152
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 0-029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-146
2.618 125-295
1.618 125-190
1.000 125-125
0.618 125-085
HIGH 125-020
0.618 124-300
0.500 124-288
0.382 124-275
LOW 124-235
0.618 124-170
1.000 124-130
1.618 124-065
2.618 123-280
4.250 123-109
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 124-309 124-317
PP 124-298 124-313
S1 124-288 124-310

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

View Archives - Comment on this page... - Back to Index of Symbols