ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 04-Jan-2018
Day Change Summary
Previous Current
03-Jan-2018 04-Jan-2018 Change Change % Previous Week
Open 123-220 123-245 0-025 0.1% 123-155
High 123-285 123-250 -0-035 -0.1% 124-025
Low 123-205 123-135 -0-070 -0.2% 123-135
Close 123-250 123-215 -0-035 -0.1% 124-015
Range 0-080 0-115 0-035 43.8% 0-210
ATR 0-117 0-117 0-000 -0.1% 0-000
Volume 955,926 1,133,647 177,721 18.6% 2,568,364
Daily Pivots for day following 04-Jan-2018
Classic Woodie Camarilla DeMark
R4 124-225 124-175 123-278
R3 124-110 124-060 123-247
R2 123-315 123-315 123-236
R1 123-265 123-265 123-226 123-233
PP 123-200 123-200 123-200 123-184
S1 123-150 123-150 123-204 123-118
S2 123-085 123-085 123-194
S3 122-290 123-035 123-183
S4 122-175 122-240 123-152
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% 0-099 0.3% 38% False True 923,841
10 124-025 123-125 0-220 0.6% 0-097 0.2% 41% False False 835,566
20 124-230 123-125 1-105 1.1% 0-115 0.3% 21% False False 1,008,548
40 125-065 123-125 1-260 1.5% 0-121 0.3% 16% False False 921,715
60 125-145 123-125 2-020 1.7% 0-118 0.3% 14% False False 615,717
80 126-105 123-125 2-300 2.4% 0-106 0.3% 10% False False 461,847
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-099
2.618 124-231
1.618 124-116
1.000 124-045
0.618 124-001
HIGH 123-250
0.618 123-206
0.500 123-193
0.382 123-179
LOW 123-135
0.618 123-064
1.000 123-020
1.618 122-269
2.618 122-154
4.250 121-286
Fisher Pivots for day following 04-Jan-2018
Pivot 1 day 3 day
R1 123-208 123-228
PP 123-200 123-223
S1 123-193 123-219

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

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