ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 124-165 124-240 0-075 0.2% 124-140
High 124-260 124-295 0-035 0.1% 124-220
Low 124-125 124-190 0-065 0.2% 123-270
Close 124-185 124-265 0-080 0.2% 124-075
Range 0-135 0-105 -0-030 -22.2% 0-270
ATR 0-121 0-120 -0-001 -0.7% 0-000
Volume 6,334 5,081 -1,253 -19.8% 15,155
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 125-245 125-200 125-003
R3 125-140 125-095 124-294
R2 125-035 125-035 124-284
R1 124-310 124-310 124-275 125-012
PP 124-250 124-250 124-250 124-261
S1 124-205 124-205 124-255 124-228
S2 124-145 124-145 124-246
S3 124-040 124-100 124-236
S4 123-255 123-315 124-207
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
5 124-295 123-270 1-025 0.9% 0-117 0.3% 91% True False 6,389
10 125-025 123-270 1-075 1.0% 0-131 0.3% 80% False False 4,498
20 125-145 123-270 1-195 1.3% 0-109 0.3% 61% False False 2,899
40 127-060 123-270 3-110 2.7% 0-086 0.2% 29% False False 1,552
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-101
2.618 125-250
1.618 125-145
1.000 125-080
0.618 125-040
HIGH 124-295
0.618 124-255
0.500 124-243
0.382 124-230
LOW 124-190
0.618 124-125
1.000 124-085
1.618 124-020
2.618 123-235
4.250 123-064
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 124-257 124-247
PP 124-250 124-228
S1 124-243 124-210

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

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