ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 124-240 124-265 0-025 0.1% 124-130
High 124-295 125-020 0-045 0.1% 125-020
Low 124-190 124-230 0-040 0.1% 124-125
Close 124-265 124-270 0-005 0.0% 124-270
Range 0-105 0-110 0-005 4.8% 0-215
ATR 0-120 0-120 -0-001 -0.6% 0-000
Volume 5,081 8,309 3,228 63.5% 36,595
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 125-290 125-230 125-011
R3 125-180 125-120 124-300
R2 125-070 125-070 124-290
R1 125-010 125-010 124-280 125-040
PP 124-280 124-280 124-280 124-295
S1 124-220 124-220 124-260 124-250
S2 124-170 124-170 124-250
S3 124-060 124-110 124-240
S4 123-270 124-000 124-210
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-250 126-155 125-068
R3 126-035 125-260 125-009
R2 125-140 125-140 124-309
R1 125-045 125-045 124-290 125-093
PP 124-245 124-245 124-245 124-269
S1 124-150 124-150 124-250 124-198
S2 124-030 124-030 124-231
S3 123-135 123-255 124-211
S4 122-240 123-040 124-152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-020 124-125 0-215 0.5% 0-105 0.3% 67% True False 7,319
10 125-020 123-270 1-070 1.0% 0-122 0.3% 82% True False 5,175
20 125-145 123-270 1-195 1.3% 0-107 0.3% 62% False False 3,282
40 126-220 123-270 2-270 2.3% 0-089 0.2% 35% False False 1,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-167
2.618 125-308
1.618 125-198
1.000 125-130
0.618 125-088
HIGH 125-020
0.618 124-298
0.500 124-285
0.382 124-272
LOW 124-230
0.618 124-162
1.000 124-120
1.618 124-052
2.618 123-262
4.250 123-083
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 124-285 124-258
PP 124-280 124-245
S1 124-275 124-232

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

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