ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 09-Jan-2018
Day Change Summary
Previous Current
08-Jan-2018 09-Jan-2018 Change Change % Previous Week
Open 123-155 123-150 -0-005 0.0% 123-315
High 123-200 123-160 -0-040 -0.1% 124-000
Low 123-130 122-315 -0-135 -0.3% 123-135
Close 123-155 123-015 -0-140 -0.4% 123-165
Range 0-070 0-165 0-095 135.8% 0-185
ATR 0-115 0-118 0-004 3.1% 0-000
Volume 739,863 1,686,410 946,547 127.9% 4,584,905
Daily Pivots for day following 09-Jan-2018
Classic Woodie Camarilla DeMark
R4 124-232 124-128 123-106
R3 124-067 123-283 123-060
R2 123-222 123-222 123-045
R1 123-118 123-118 123-030 123-088
PP 123-057 123-057 123-057 123-041
S1 122-273 122-273 123-000 122-243
S2 122-212 122-212 122-305
S3 122-047 122-108 122-290
S4 121-202 121-263 122-244
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
5 123-285 122-315 0-290 0.7% 0-112 0.3% 7% False True 1,189,770
10 124-025 122-315 1-030 0.9% 0-109 0.3% 6% False True 957,954
20 124-210 122-315 1-215 1.4% 0-115 0.3% 4% False True 1,014,918
40 125-000 122-315 2-005 1.6% 0-123 0.3% 3% False True 1,017,362
60 125-145 122-315 2-150 2.0% 0-120 0.3% 3% False True 680,032
80 126-000 122-315 3-005 2.5% 0-111 0.3% 2% False True 510,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 125-221
2.618 124-272
1.618 124-107
1.000 124-005
0.618 123-262
HIGH 123-160
0.618 123-097
0.500 123-078
0.382 123-058
LOW 122-315
0.618 122-213
1.000 122-150
1.618 122-048
2.618 121-203
4.250 120-254
Fisher Pivots for day following 09-Jan-2018
Pivot 1 day 3 day
R1 123-078 123-138
PP 123-057 123-097
S1 123-036 123-056

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

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