ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 124-265 124-290 0-025 0.1% 124-130
High 125-020 125-040 0-020 0.0% 125-020
Low 124-230 124-265 0-035 0.1% 124-125
Close 124-270 125-025 0-075 0.2% 124-270
Range 0-110 0-095 -0-015 -13.6% 0-215
ATR 0-120 0-118 -0-002 -1.5% 0-000
Volume 8,309 8,790 481 5.8% 36,595
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 125-288 125-252 125-077
R3 125-193 125-157 125-051
R2 125-098 125-098 125-042
R1 125-062 125-062 125-034 125-080
PP 125-003 125-003 125-003 125-012
S1 124-287 124-287 125-016 124-305
S2 124-228 124-228 125-008
S3 124-133 124-192 124-319
S4 124-038 124-097 124-293
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
5 125-040 124-125 0-235 0.6% 0-103 0.3% 94% True False 7,238
10 125-040 123-270 1-090 1.0% 0-123 0.3% 96% True False 5,697
20 125-145 123-270 1-195 1.3% 0-112 0.3% 77% False False 3,722
40 126-105 123-270 2-155 2.0% 0-091 0.2% 50% False False 1,980
Crabel Price Patterns
NR True
NR4 True
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 0-036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-124
2.618 125-289
1.618 125-194
1.000 125-135
0.618 125-099
HIGH 125-040
0.618 125-004
0.500 124-312
0.382 124-301
LOW 124-265
0.618 124-206
1.000 124-170
1.618 124-111
2.618 124-016
4.250 123-181
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 125-014 125-002
PP 125-003 124-298
S1 124-312 124-275

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

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