ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 26-Dec-2017
Day Change Summary
Previous Current
22-Dec-2017 26-Dec-2017 Change Change % Previous Week
Open 123-150 123-155 0-005 0.0% 124-130
High 123-175 123-215 0-040 0.1% 124-135
Low 123-140 123-135 -0-005 0.0% 123-125
Close 123-150 123-200 0-050 0.1% 123-150
Range 0-035 0-080 0-045 128.5% 1-010
ATR 0-123 0-120 -0-003 -2.5% 0-000
Volume 499,979 317,247 -182,732 -36.5% 4,770,533
Daily Pivots for day following 26-Dec-2017
Classic Woodie Camarilla DeMark
R4 124-103 124-072 123-244
R3 124-023 123-312 123-222
R2 123-263 123-263 123-215
R1 123-232 123-232 123-207 123-248
PP 123-183 123-183 123-183 123-191
S1 123-152 123-152 123-193 123-168
S2 123-103 123-103 123-185
S3 123-023 123-072 123-178
S4 122-263 122-312 123-156
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 126-273 126-062 124-012
R3 125-263 125-052 123-241
R2 124-253 124-253 123-211
R1 124-042 124-042 123-180 123-303
PP 123-243 123-243 123-243 123-214
S1 123-032 123-032 123-120 122-292
S2 122-233 122-233 123-090
S3 121-223 122-022 123-059
S4 120-213 121-012 122-289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-080 123-125 0-275 0.7% 0-104 0.3% 27% False False 867,140
10 124-210 123-125 1-085 1.0% 0-118 0.3% 19% False False 1,018,921
20 125-000 123-125 1-195 1.3% 0-130 0.3% 15% False False 1,355,791
40 125-065 123-125 1-260 1.5% 0-120 0.3% 13% False False 787,774
60 125-145 123-125 2-020 1.7% 0-117 0.3% 11% False False 525,712
80 127-060 123-125 3-255 3.1% 0-098 0.2% 6% False False 394,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-235
2.618 124-104
1.618 124-024
1.000 123-295
0.618 123-264
HIGH 123-215
0.618 123-184
0.500 123-175
0.382 123-166
LOW 123-135
0.618 123-086
1.000 123-055
1.618 123-006
2.618 122-246
4.250 122-115
Fisher Pivots for day following 26-Dec-2017
Pivot 1 day 3 day
R1 123-192 123-190
PP 123-183 123-180
S1 123-175 123-170

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

View Archives - Comment on this page... - Back to Index of Symbols