ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 123-245 123-215 -0-030 -0.1% 123-315
High 123-250 123-280 0-030 0.1% 124-000
Low 123-135 123-150 0-015 0.0% 123-135
Close 123-215 123-165 -0-050 -0.1% 123-165
Range 0-115 0-130 0-015 13.0% 0-185
ATR 0-117 0-118 0-001 0.8% 0-000
Volume 1,133,647 1,433,004 299,357 26.4% 4,584,905
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 124-268 124-187 123-236
R3 124-138 124-057 123-201
R2 124-008 124-008 123-189
R1 123-247 123-247 123-177 123-222
PP 123-198 123-198 123-198 123-186
S1 123-117 123-117 123-153 123-093
S2 123-068 123-068 123-141
S3 122-258 122-307 123-129
S4 122-128 122-177 123-094
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 125-122 125-008 123-267
R3 124-257 124-143 123-216
R2 124-072 124-072 123-199
R1 123-278 123-278 123-182 123-242
PP 123-207 123-207 123-207 123-189
S1 123-093 123-093 123-148 123-058
S2 123-022 123-022 123-131
S3 122-157 122-228 123-114
S4 121-292 122-043 123-063
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% 0-112 0.3% 14% False False 1,056,908
10 124-025 123-125 0-220 0.6% 0-097 0.2% 18% False False 849,912
20 124-210 123-125 1-085 1.0% 0-114 0.3% 10% False False 1,011,864
40 125-065 123-125 1-260 1.5% 0-122 0.3% 7% False False 957,294
60 125-145 123-125 2-020 1.7% 0-119 0.3% 6% False False 639,600
80 126-045 123-125 2-240 2.2% 0-108 0.3% 5% False False 479,760
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 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-192
2.618 124-300
1.618 124-170
1.000 124-090
0.618 124-040
HIGH 123-280
0.618 123-230
0.500 123-215
0.382 123-200
LOW 123-150
0.618 123-070
1.000 123-020
1.618 122-260
2.618 122-130
4.250 121-238
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 123-215 123-210
PP 123-198 123-195
S1 123-182 123-180

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

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