ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 125-020 125-025 0-005 0.0% 125-115
High 125-055 125-025 -0-030 -0.1% 125-125
Low 124-255 124-145 -0-110 -0.3% 124-145
Close 124-305 124-155 -0-150 -0.4% 124-155
Range 0-120 0-200 0-080 66.7% 0-300
ATR 0-104 0-111 0-007 6.6% 0-000
Volume 1,600 1,539 -61 -3.8% 11,735
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-175 126-045 124-265
R3 125-295 125-165 124-210
R2 125-095 125-095 124-192
R1 124-285 124-285 124-173 124-250
PP 124-215 124-215 124-215 124-197
S1 124-085 124-085 124-137 124-050
S2 124-015 124-015 124-118
S3 123-135 123-205 124-100
S4 122-255 123-005 124-045
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 127-188 126-312 125-000
R3 126-208 126-012 124-238
R2 125-228 125-228 124-210
R1 125-032 125-032 124-183 124-300
PP 124-248 124-248 124-248 124-222
S1 124-052 124-052 124-128 124-000
S2 123-268 123-268 124-100
S3 122-288 123-072 124-073
S4 121-308 122-092 123-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-125 124-145 0-300 0.8% 0-108 0.3% 3% False True 2,347
10 125-145 124-145 1-000 0.8% 0-092 0.2% 3% False True 1,390
20 125-260 124-120 1-140 1.2% 0-100 0.2% 8% False False 917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 127-235
2.618 126-229
1.618 126-029
1.000 125-225
0.618 125-149
HIGH 125-025
0.618 124-269
0.500 124-245
0.382 124-221
LOW 124-145
0.618 124-021
1.000 123-265
1.618 123-141
2.618 122-261
4.250 121-255
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 124-245 124-260
PP 124-215 124-225
S1 124-185 124-190

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

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