ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 124-215 124-165 -0-050 -0.1% 124-140
High 124-245 124-260 0-015 0.0% 124-220
Low 124-175 124-125 -0-050 -0.1% 123-270
Close 124-195 124-185 -0-010 0.0% 124-075
Range 0-070 0-135 0-065 92.9% 0-270
ATR 0-120 0-121 0-001 0.9% 0-000
Volume 7,676 6,334 -1,342 -17.5% 15,155
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 125-275 125-205 124-259
R3 125-140 125-070 124-222
R2 125-005 125-005 124-210
R1 124-255 124-255 124-197 124-290
PP 124-190 124-190 124-190 124-207
S1 124-120 124-120 124-173 124-155
S2 124-055 124-055 124-160
S3 123-240 123-305 124-148
S4 123-105 123-170 124-111
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
5 124-260 123-270 0-310 0.8% 0-124 0.3% 76% True False 5,531
10 125-055 123-270 1-105 1.1% 0-133 0.3% 55% False False 4,149
20 125-145 123-270 1-195 1.3% 0-109 0.3% 46% False False 2,695
40 127-060 123-270 3-110 2.7% 0-083 0.2% 22% False False 1,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-194
2.618 125-293
1.618 125-158
1.000 125-075
0.618 125-023
HIGH 124-260
0.618 124-208
0.500 124-192
0.382 124-177
LOW 124-125
0.618 124-042
1.000 123-310
1.618 123-227
2.618 123-092
4.250 122-191
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 124-192 124-192
PP 124-190 124-190
S1 124-187 124-187

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

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