ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 20-Dec-2017
Day Change Summary
Previous Current
19-Dec-2017 20-Dec-2017 Change Change % Previous Week
Open 124-060 123-230 -0-150 -0.4% 124-085
High 124-080 123-265 -0-135 -0.3% 124-210
Low 123-200 123-135 -0-065 -0.2% 123-290
Close 123-220 123-145 -0-075 -0.2% 124-135
Range 0-200 0-130 -0-070 -35.0% 0-240
ATR 0-135 0-134 0-000 -0.3% 0-000
Volume 1,383,059 1,289,547 -93,512 -6.8% 5,948,302
Daily Pivots for day following 20-Dec-2017
Classic Woodie Camarilla DeMark
R4 124-252 124-168 123-216
R3 124-122 124-038 123-181
R2 123-312 123-312 123-169
R1 123-228 123-228 123-157 123-205
PP 123-182 123-182 123-182 123-170
S1 123-098 123-098 123-133 123-075
S2 123-052 123-052 123-121
S3 122-242 122-288 123-109
S4 122-112 122-158 123-074
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 126-185 126-080 124-267
R3 125-265 125-160 124-201
R2 125-025 125-025 124-179
R1 124-240 124-240 124-157 124-293
PP 124-105 124-105 124-105 124-131
S1 124-000 124-000 124-113 124-053
S2 123-185 123-185 124-091
S3 122-265 123-080 124-069
S4 122-025 122-160 124-003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-210 123-135 1-075 1.0% 0-127 0.3% 3% False True 1,138,543
10 124-210 123-135 1-075 1.0% 0-132 0.3% 3% False True 1,173,816
20 125-000 123-135 1-185 1.3% 0-138 0.3% 2% False True 1,436,586
40 125-065 123-135 1-250 1.4% 0-127 0.3% 2% False True 746,383
60 125-145 123-135 2-010 1.6% 0-120 0.3% 2% False True 498,020
80 127-060 123-135 3-245 3.1% 0-096 0.2% 1% False True 373,521
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-177
2.618 124-285
1.618 124-155
1.000 124-075
0.618 124-025
HIGH 123-265
0.618 123-215
0.500 123-200
0.382 123-185
LOW 123-135
0.618 123-055
1.000 123-005
1.618 122-245
2.618 122-115
4.250 121-223
Fisher Pivots for day following 20-Dec-2017
Pivot 1 day 3 day
R1 123-200 123-295
PP 123-182 123-245
S1 123-163 123-195

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

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