ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary
Previous Current
06-Nov-2017 07-Nov-2017 Change Change % Previous Week
Open 124-290 125-015 0-045 0.1% 124-130
High 125-040 125-055 0-015 0.0% 125-020
Low 124-265 124-295 0-030 0.1% 124-125
Close 125-025 125-045 0-020 0.0% 124-270
Range 0-095 0-080 -0-015 -15.8% 0-215
ATR 0-118 0-115 -0-003 -2.3% 0-000
Volume 8,790 9,832 1,042 11.9% 36,595
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 125-265 125-235 125-089
R3 125-185 125-155 125-067
R2 125-105 125-105 125-060
R1 125-075 125-075 125-052 125-090
PP 125-025 125-025 125-025 125-033
S1 124-315 124-315 125-038 125-010
S2 124-265 124-265 125-030
S3 124-185 124-235 125-023
S4 124-105 124-155 125-001
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
5 125-055 124-125 0-250 0.6% 0-105 0.3% 96% True False 7,669
10 125-055 123-270 1-105 1.1% 0-116 0.3% 98% True False 6,267
20 125-145 123-270 1-195 1.3% 0-112 0.3% 81% False False 4,212
40 126-045 123-270 2-095 1.8% 0-093 0.2% 56% False False 2,226
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-075
2.618 125-264
1.618 125-184
1.000 125-135
0.618 125-104
HIGH 125-055
0.618 125-024
0.500 125-015
0.382 125-006
LOW 124-295
0.618 124-246
1.000 124-215
1.618 124-166
2.618 124-086
4.250 123-275
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 125-035 125-024
PP 125-025 125-003
S1 125-015 124-303

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

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