ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 29-Dec-2017
Day Change Summary
Previous Current
28-Dec-2017 29-Dec-2017 Change Change % Previous Week
Open 123-305 123-265 -0-040 -0.1% 123-155
High 123-310 124-025 0-035 0.1% 124-025
Low 123-245 123-260 0-015 0.0% 123-135
Close 123-270 124-015 0-065 0.2% 124-015
Range 0-065 0-085 0-020 30.7% 0-210
ATR 0-119 0-117 -0-002 -2.0% 0-000
Volume 767,669 699,637 -68,032 -8.9% 2,568,364
Daily Pivots for day following 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 124-248 124-217 124-062
R3 124-163 124-132 124-038
R2 124-078 124-078 124-031
R1 124-047 124-047 124-023 124-062
PP 123-313 123-313 123-313 124-001
S1 123-282 123-282 124-007 123-298
S2 123-228 123-228 123-319
S3 123-143 123-197 123-312
S4 123-058 123-112 123-288
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 125-262 125-188 124-130
R3 125-052 124-298 124-073
R2 124-162 124-162 124-054
R1 124-088 124-088 124-034 124-125
PP 123-272 123-272 123-272 123-290
S1 123-198 123-198 123-316 123-235
S2 123-062 123-062 123-297
S3 122-172 122-308 123-277
S4 121-282 122-098 123-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-025 123-135 0-210 0.5% 0-084 0.2% 95% True False 613,668
10 124-175 123-125 1-050 0.9% 0-100 0.3% 57% False False 830,908
20 124-275 123-125 1-150 1.2% 0-123 0.3% 45% False False 1,144,233
40 125-065 123-125 1-260 1.5% 0-120 0.3% 36% False False 843,472
60 125-145 123-125 2-020 1.7% 0-117 0.3% 32% False False 563,213
80 127-060 123-125 3-255 3.1% 0-102 0.3% 17% False False 422,449
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-066
2.618 124-248
1.618 124-163
1.000 124-110
0.618 124-078
HIGH 124-025
0.618 123-313
0.500 123-302
0.382 123-292
LOW 123-260
0.618 123-207
1.000 123-175
1.618 123-122
2.618 123-037
4.250 122-219
Fisher Pivots for day following 29-Dec-2017
Pivot 1 day 3 day
R1 124-004 123-309
PP 123-313 123-283
S1 123-302 123-258

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

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