ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 124-060 124-000 -0-060 -0.2% 124-140
High 124-115 124-120 0-005 0.0% 124-220
Low 123-295 123-270 -0-025 -0.1% 123-270
Close 124-000 124-075 0-075 0.2% 124-075
Range 0-140 0-170 0-030 21.4% 0-270
ATR 0-118 0-122 0-004 3.2% 0-000
Volume 789 3,661 2,872 364.0% 15,155
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 125-238 125-167 124-168
R3 125-068 124-317 124-122
R2 124-218 124-218 124-106
R1 124-147 124-147 124-091 124-182
PP 124-048 124-048 124-048 124-066
S1 123-297 123-297 124-059 124-013
S2 123-198 123-198 124-044
S3 123-028 123-127 124-028
S4 122-178 122-277 123-302
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-252 126-113 124-223
R3 125-302 125-163 124-149
R2 125-032 125-032 124-125
R1 124-213 124-213 124-100 124-148
PP 124-082 124-082 124-082 124-049
S1 123-263 123-263 124-050 123-198
S2 123-132 123-132 124-026
S3 122-182 122-313 124-001
S4 121-232 122-043 123-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-220 123-270 0-270 0.7% 0-140 0.4% 46% False True 3,031
10 125-125 123-270 1-175 1.2% 0-124 0.3% 25% False True 2,689
20 125-145 123-270 1-195 1.3% 0-112 0.3% 24% False True 1,587
40 127-060 123-270 3-110 2.7% 0-076 0.2% 12% False True 845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-202
2.618 125-245
1.618 125-075
1.000 124-290
0.618 124-225
HIGH 124-120
0.618 124-055
0.500 124-035
0.382 124-015
LOW 123-270
0.618 123-165
1.000 123-100
1.618 122-315
2.618 122-145
4.250 121-188
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 124-062 124-062
PP 124-048 124-048
S1 124-035 124-035

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

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