ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 28-Dec-2017
Day Change Summary
Previous Current
27-Dec-2017 28-Dec-2017 Change Change % Previous Week
Open 123-180 123-305 0-125 0.3% 124-130
High 124-005 123-310 -0-015 0.0% 124-135
Low 123-170 123-245 0-075 0.2% 123-125
Close 123-315 123-270 -0-045 -0.1% 123-150
Range 0-155 0-065 -0-090 -58.0% 1-010
ATR 0-123 0-119 -0-004 -3.1% 0-000
Volume 783,811 767,669 -16,142 -2.1% 4,770,533
Daily Pivots for day following 28-Dec-2017
Classic Woodie Camarilla DeMark
R4 124-150 124-115 123-306
R3 124-085 124-050 123-288
R2 124-020 124-020 123-282
R1 123-305 123-305 123-276 123-290
PP 123-275 123-275 123-275 123-268
S1 123-240 123-240 123-264 123-225
S2 123-210 123-210 123-258
S3 123-145 123-175 123-252
S4 123-080 123-110 123-234
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% 0-082 0.2% 73% False False 642,915
10 124-210 123-125 1-085 1.0% 0-105 0.3% 36% False False 890,729
20 124-275 123-125 1-150 1.2% 0-127 0.3% 31% False False 1,238,755
40 125-065 123-125 1-260 1.5% 0-121 0.3% 25% False False 826,139
60 125-145 123-125 2-020 1.7% 0-117 0.3% 22% False False 551,554
80 127-060 123-125 3-255 3.1% 0-101 0.3% 12% False False 413,703
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-266
2.618 124-160
1.618 124-095
1.000 124-055
0.618 124-030
HIGH 123-310
0.618 123-285
0.500 123-278
0.382 123-270
LOW 123-245
0.618 123-205
1.000 123-180
1.618 123-140
2.618 123-075
4.250 122-289
Fisher Pivots for day following 28-Dec-2017
Pivot 1 day 3 day
R1 123-278 123-257
PP 123-275 123-243
S1 123-273 123-230

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

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