ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 24-Jan-2018
Day Change Summary
Previous Current
23-Jan-2018 24-Jan-2018 Change Change % Previous Week
Open 122-055 122-155 0-100 0.3% 122-295
High 122-165 122-175 0-010 0.0% 123-050
Low 122-040 122-045 0-005 0.0% 122-035
Close 122-135 122-065 -0-070 -0.2% 122-090
Range 0-125 0-130 0-005 4.0% 1-015
ATR 0-120 0-121 0-001 0.6% 0-000
Volume 1,539,444 1,616,438 76,994 5.0% 6,418,778
Daily Pivots for day following 24-Jan-2018
Classic Woodie Camarilla DeMark
R4 123-165 123-085 122-137
R3 123-035 122-275 122-101
R2 122-225 122-225 122-089
R1 122-145 122-145 122-077 122-120
PP 122-095 122-095 122-095 122-082
S1 122-015 122-015 122-053 121-310
S2 121-285 121-285 122-041
S3 121-155 121-205 122-029
S4 121-025 121-075 121-313
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 125-210 125-005 122-274
R3 124-195 123-310 122-182
R2 123-180 123-180 122-151
R1 122-295 122-295 122-121 122-230
PP 122-165 122-165 122-165 122-133
S1 121-280 121-280 122-059 121-215
S2 121-150 121-150 122-029
S3 120-135 120-265 121-318
S4 119-120 119-250 121-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-190 122-015 0-175 0.4% 0-112 0.3% 29% False False 1,635,735
10 123-050 122-015 1-035 0.9% 0-119 0.3% 14% False False 1,650,680
20 124-025 122-015 2-010 1.7% 0-114 0.3% 8% False False 1,304,317
40 125-000 122-015 2-305 2.4% 0-123 0.3% 5% False False 1,375,579
60 125-065 122-015 3-050 2.6% 0-120 0.3% 5% False False 954,729
80 125-145 122-015 3-130 2.8% 0-117 0.3% 5% False False 716,404
100 127-060 122-015 5-045 4.2% 0-101 0.3% 3% False False 573,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-088
2.618 123-195
1.618 123-065
1.000 122-305
0.618 122-255
HIGH 122-175
0.618 122-125
0.500 122-110
0.382 122-095
LOW 122-045
0.618 121-285
1.000 121-235
1.618 121-155
2.618 121-025
4.250 120-132
Fisher Pivots for day following 24-Jan-2018
Pivot 1 day 3 day
R1 122-110 122-095
PP 122-095 122-085
S1 122-080 122-075

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

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