ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 01-Feb-2018
Day Change Summary
Previous Current
31-Jan-2018 01-Feb-2018 Change Change % Previous Week
Open 121-210 121-215 0-005 0.0% 122-090
High 121-275 121-215 -0-060 -0.2% 122-175
Low 121-105 121-025 -0-080 -0.2% 121-310
Close 121-185 121-070 -0-115 -0.3% 122-020
Range 0-170 0-190 0-020 11.8% 0-185
ATR 0-133 0-137 0-004 3.1% 0-000
Volume 2,439,319 2,201,452 -237,867 -9.8% 7,862,142
Daily Pivots for day following 01-Feb-2018
Classic Woodie Camarilla DeMark
R4 123-033 122-242 121-175
R3 122-163 122-052 121-122
R2 121-293 121-293 121-105
R1 121-182 121-182 121-087 121-143
PP 121-103 121-103 121-103 121-084
S1 120-312 120-312 121-053 120-272
S2 120-233 120-233 121-035
S3 120-043 120-122 121-018
S4 119-173 119-252 120-286
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 123-297 123-183 122-122
R3 123-112 122-318 122-071
R2 122-247 122-247 122-054
R1 122-133 122-133 122-037 122-098
PP 122-062 122-062 122-062 122-044
S1 121-268 121-268 122-003 121-233
S2 121-197 121-197 121-306
S3 121-012 121-083 121-289
S4 120-147 120-218 121-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-145 121-025 1-120 1.1% 0-165 0.4% 10% False True 1,948,835
10 122-175 121-025 1-150 1.2% 0-146 0.4% 10% False True 1,773,862
20 123-280 121-025 2-255 2.3% 0-132 0.3% 5% False True 1,650,502
40 124-230 121-025 3-205 3.0% 0-123 0.3% 4% False True 1,334,938
60 125-065 121-025 4-040 3.4% 0-125 0.3% 3% False True 1,145,896
80 125-145 121-025 4-120 3.6% 0-120 0.3% 3% False True 860,243
100 126-220 121-025 5-195 4.6% 0-110 0.3% 3% False True 688,242
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 0-031
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 124-063
2.618 123-072
1.618 122-202
1.000 122-085
0.618 122-012
HIGH 121-215
0.618 121-142
0.500 121-120
0.382 121-098
LOW 121-025
0.618 120-228
1.000 120-155
1.618 120-038
2.618 119-168
4.250 118-177
Fisher Pivots for day following 01-Feb-2018
Pivot 1 day 3 day
R1 121-120 121-165
PP 121-103 121-133
S1 121-087 121-102

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

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