ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 124-100 124-160 0-060 0.2% 124-290
High 124-160 124-295 0-135 0.3% 125-065
Low 124-065 124-155 0-090 0.2% 124-110
Close 124-140 124-245 0-105 0.3% 124-125
Range 0-095 0-140 0-045 47.4% 0-275
ATR 0-115 0-118 0-003 2.5% 0-000
Volume 64,143 50,197 -13,946 -21.7% 59,561
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-012 125-268 125-002
R3 125-192 125-128 124-283
R2 125-052 125-052 124-271
R1 124-308 124-308 124-258 125-020
PP 124-232 124-232 124-232 124-248
S1 124-168 124-168 124-232 124-200
S2 124-092 124-092 124-219
S3 123-272 124-028 124-206
S4 123-132 123-208 124-168
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 127-072 126-213 124-276
R3 126-117 125-258 124-201
R2 125-162 125-162 124-175
R1 124-303 124-303 124-150 124-255
PP 124-207 124-207 124-207 124-183
S1 124-028 124-028 124-100 123-300
S2 123-252 123-252 124-075
S3 122-297 123-073 124-049
S4 122-022 122-118 123-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-010 124-065 0-265 0.7% 0-119 0.3% 68% False False 34,695
10 125-065 124-065 1-000 0.8% 0-109 0.3% 56% False False 21,403
20 125-065 123-270 1-115 1.1% 0-121 0.3% 68% False False 12,776
40 125-260 123-270 1-310 1.6% 0-106 0.3% 47% False False 6,772
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 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-250
2.618 126-022
1.618 125-202
1.000 125-115
0.618 125-062
HIGH 124-295
0.618 124-242
0.500 124-225
0.382 124-208
LOW 124-155
0.618 124-068
1.000 124-015
1.618 123-248
2.618 123-108
4.250 122-200
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 124-238 124-223
PP 124-232 124-202
S1 124-225 124-180

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

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