ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
26-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 123-155 123-180 0-025 0.1% 124-130
High 123-215 124-005 0-110 0.3% 124-135
Low 123-135 123-170 0-035 0.1% 123-125
Close 123-200 123-315 0-115 0.3% 123-150
Range 0-080 0-155 0-075 93.7% 1-010
ATR 0-120 0-123 0-002 2.1% 0-000
Volume 317,247 783,811 466,564 147.1% 4,770,533
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 125-095 125-040 124-080
R3 124-260 124-205 124-038
R2 124-105 124-105 124-023
R1 124-050 124-050 124-009 124-077
PP 123-270 123-270 123-270 123-284
S1 123-215 123-215 123-301 123-243
S2 123-115 123-115 123-287
S3 122-280 123-060 123-272
S4 122-125 122-225 123-230
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
5 124-005 123-125 0-200 0.5% 0-095 0.2% 95% True False 747,291
10 124-210 123-125 1-085 1.0% 0-122 0.3% 47% False False 979,786
20 124-275 123-125 1-150 1.2% 0-133 0.3% 40% False False 1,293,173
40 125-065 123-125 1-260 1.5% 0-122 0.3% 33% False False 807,140
60 125-145 123-125 2-020 1.7% 0-118 0.3% 29% False False 538,766
80 127-060 123-125 3-255 3.1% 0-100 0.3% 16% False False 404,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-024
2.618 125-091
1.618 124-256
1.000 124-160
0.618 124-101
HIGH 124-005
0.618 123-266
0.500 123-248
0.382 123-229
LOW 123-170
0.618 123-074
1.000 123-015
1.618 122-239
2.618 122-084
4.250 121-151
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 123-293 123-287
PP 123-270 123-258
S1 123-248 123-230

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

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