ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 26-Oct-2017
Day Change Summary
Previous Current
25-Oct-2017 26-Oct-2017 Change Change % Previous Week
Open 124-100 124-060 -0-040 -0.1% 125-115
High 124-105 124-115 0-010 0.0% 125-125
Low 123-270 123-295 0-025 0.1% 124-145
Close 124-025 124-000 -0-025 -0.1% 124-155
Range 0-155 0-140 -0-015 -9.7% 0-300
ATR 0-116 0-118 0-002 1.5% 0-000
Volume 3,004 789 -2,215 -73.7% 11,735
Daily Pivots for day following 26-Oct-2017
Classic Woodie Camarilla DeMark
R4 125-130 125-045 124-077
R3 124-310 124-225 124-038
R2 124-170 124-170 124-026
R1 124-085 124-085 124-013 124-058
PP 124-030 124-030 124-030 124-016
S1 123-265 123-265 123-307 123-238
S2 123-210 123-210 123-294
S3 123-070 123-125 123-282
S4 122-250 122-305 123-243
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
5 125-025 123-270 1-075 1.0% 0-146 0.4% 13% False False 2,606
10 125-145 123-270 1-195 1.3% 0-121 0.3% 10% False False 2,500
20 125-145 123-270 1-195 1.3% 0-110 0.3% 10% False False 1,428
40 127-060 123-270 3-110 2.7% 0-072 0.2% 5% False False 754
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 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-070
2.618 125-162
1.618 125-022
1.000 124-255
0.618 124-202
HIGH 124-115
0.618 124-062
0.500 124-045
0.382 124-028
LOW 123-295
0.618 123-208
1.000 123-155
1.618 123-068
2.618 122-248
4.250 122-020
Fisher Pivots for day following 26-Oct-2017
Pivot 1 day 3 day
R1 124-045 124-085
PP 124-030 124-057
S1 124-015 124-028

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

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