ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 120-260 121-305 1-045 0.9% 122-015
High 122-020 122-190 0-170 0.4% 122-040
Low 120-180 121-055 0-195 0.5% 120-210
Close 121-085 121-155 0-070 0.2% 120-235
Range 1-160 1-135 -0-025 -5.2% 1-150
ATR 0-164 0-185 0-021 12.6% 0-000
Volume 2,851,851 3,525,275 673,424 23.6% 10,911,279
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 126-005 125-055 122-085
R3 124-190 123-240 121-280
R2 123-055 123-055 121-238
R1 122-105 122-105 121-197 122-013
PP 121-240 121-240 121-240 121-194
S1 120-290 120-290 121-113 120-198
S2 120-105 120-105 121-072
S3 118-290 119-155 121-030
S4 117-155 118-020 120-225
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 125-185 124-200 121-173
R3 124-035 123-050 121-044
R2 122-205 122-205 121-001
R1 121-220 121-220 120-278 121-138
PP 121-055 121-055 121-055 121-014
S1 120-070 120-070 120-192 119-308
S2 119-225 119-225 120-149
S3 118-075 118-240 120-106
S4 116-245 117-090 119-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-190 120-180 2-010 1.7% 0-294 0.8% 45% True False 2,733,966
10 122-190 120-180 2-010 1.7% 0-222 0.6% 45% True False 2,215,580
20 123-160 120-180 2-300 2.4% 0-172 0.4% 31% False False 1,936,629
40 124-210 120-180 4-030 3.4% 0-142 0.4% 23% False False 1,462,568
60 125-010 120-180 4-150 3.7% 0-138 0.4% 21% False False 1,295,928
80 125-145 120-180 4-285 4.0% 0-132 0.3% 19% False False 973,103
100 126-030 120-180 5-170 4.6% 0-121 0.3% 17% False False 778,532
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-204
2.618 126-101
1.618 124-286
1.000 124-005
0.618 123-151
HIGH 122-190
0.618 122-016
0.500 121-283
0.382 121-229
LOW 121-055
0.618 120-094
1.000 119-240
1.618 118-279
2.618 117-144
4.250 115-041
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 121-283 121-185
PP 121-240 121-175
S1 121-198 121-165

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

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