ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary
Previous Current
23-Oct-2017 24-Oct-2017 Change Change % Previous Week
Open 124-140 124-150 0-010 0.0% 125-115
High 124-220 124-220 0-000 0.0% 125-125
Low 124-130 124-075 -0-055 -0.1% 124-145
Close 124-190 124-125 -0-065 -0.2% 124-155
Range 0-090 0-145 0-055 61.1% 0-300
ATR 0-109 0-112 0-003 2.3% 0-000
Volume 3,565 4,136 571 16.0% 11,735
Daily Pivots for day following 24-Oct-2017
Classic Woodie Camarilla DeMark
R4 125-255 125-175 124-205
R3 125-110 125-030 124-165
R2 124-285 124-285 124-152
R1 124-205 124-205 124-138 124-172
PP 124-140 124-140 124-140 124-124
S1 124-060 124-060 124-112 124-028
S2 123-315 123-315 124-098
S3 123-170 123-235 124-085
S4 123-025 123-090 124-045
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
5 125-055 124-075 0-300 0.8% 0-118 0.3% 17% False True 2,306
10 125-145 124-075 1-070 1.0% 0-108 0.3% 13% False True 2,157
20 125-145 124-075 1-070 1.0% 0-105 0.3% 13% False True 1,293
40 127-060 124-075 2-305 2.4% 0-064 0.2% 5% False True 659
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-196
2.618 125-280
1.618 125-135
1.000 125-045
0.618 124-310
HIGH 124-220
0.618 124-165
0.500 124-148
0.382 124-130
LOW 124-075
0.618 123-305
1.000 123-250
1.618 123-160
2.618 123-015
4.250 122-099
Fisher Pivots for day following 24-Oct-2017
Pivot 1 day 3 day
R1 124-148 124-210
PP 124-140 124-182
S1 124-132 124-153

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

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