ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 04-Oct-2017
Day Change Summary
Previous Current
03-Oct-2017 04-Oct-2017 Change Change % Previous Week
Open 124-290 125-035 0-065 0.2% 125-220
High 125-020 125-085 0-065 0.2% 125-260
Low 124-235 124-280 0-045 0.1% 124-245
Close 125-000 125-000 0-000 0.0% 124-315
Range 0-105 0-125 0-020 19.0% 1-015
ATR 0-104 0-105 0-002 1.5% 0-000
Volume 388 77 -311 -80.2% 1,750
Daily Pivots for day following 04-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-070 126-000 125-069
R3 125-265 125-195 125-034
R2 125-140 125-140 125-023
R1 125-070 125-070 125-011 125-042
PP 125-015 125-015 125-015 125-001
S1 124-265 124-265 124-309 124-238
S2 124-210 124-210 124-297
S3 124-085 124-140 124-286
S4 123-280 124-015 124-251
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% 0-128 0.3% 55% False False 416
10 125-260 124-205 1-055 0.9% 0-096 0.2% 31% False False 297
20 127-060 124-205 2-175 2.0% 0-058 0.1% 14% False False 156
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-296
2.618 126-092
1.618 125-287
1.000 125-210
0.618 125-162
HIGH 125-085
0.618 125-037
0.500 125-022
0.382 125-008
LOW 124-280
0.618 124-203
1.000 124-155
1.618 124-078
2.618 123-273
4.250 123-069
Fisher Pivots for day following 04-Oct-2017
Pivot 1 day 3 day
R1 125-022 124-315
PP 125-015 124-310
S1 125-007 124-305

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

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