ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 124-130 124-215 0-085 0.2% 124-140
High 124-230 124-245 0-015 0.0% 124-220
Low 124-125 124-175 0-050 0.1% 123-270
Close 124-215 124-195 -0-020 -0.1% 124-075
Range 0-105 0-070 -0-035 -33.4% 0-270
ATR 0-124 0-120 -0-004 -3.1% 0-000
Volume 9,195 7,676 -1,519 -16.5% 15,155
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 125-095 125-055 124-233
R3 125-025 124-305 124-214
R2 124-275 124-275 124-208
R1 124-235 124-235 124-201 124-220
PP 124-205 124-205 124-205 124-198
S1 124-165 124-165 124-189 124-150
S2 124-135 124-135 124-182
S3 124-065 124-095 124-176
S4 123-315 124-025 124-157
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
5 124-245 123-270 0-295 0.7% 0-128 0.3% 83% True False 4,865
10 125-055 123-270 1-105 1.1% 0-123 0.3% 58% False False 3,585
20 125-145 123-270 1-195 1.3% 0-109 0.3% 48% False False 2,382
40 127-060 123-270 3-110 2.7% 0-080 0.2% 23% False False 1,267
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125-222
2.618 125-108
1.618 125-038
1.000 124-315
0.618 124-288
HIGH 124-245
0.618 124-218
0.500 124-210
0.382 124-202
LOW 124-175
0.618 124-132
1.000 124-105
1.618 124-062
2.618 123-312
4.250 123-198
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 124-210 124-163
PP 124-205 124-130
S1 124-200 124-098

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

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