ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 23-Feb-2018
Day Change Summary
Previous Current
22-Feb-2018 23-Feb-2018 Change Change % Previous Week
Open 120-045 120-120 0-075 0.2% 120-180
High 120-155 120-265 0-110 0.3% 120-265
Low 120-030 120-080 0-050 0.1% 120-020
Close 120-135 120-235 0-100 0.3% 120-235
Range 0-125 0-185 0-060 48.0% 0-245
ATR 0-184 0-184 0-000 0.0% 0-000
Volume 2,364,742 2,429,261 64,519 2.7% 8,566,114
Daily Pivots for day following 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 122-108 122-037 121-017
R3 121-243 121-172 120-286
R2 121-058 121-058 120-269
R1 120-307 120-307 120-252 121-022
PP 120-193 120-193 120-193 120-211
S1 120-122 120-122 120-218 120-158
S2 120-008 120-008 120-201
S3 119-143 119-257 120-184
S4 118-278 119-072 120-133
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 122-268 122-177 121-050
R3 122-023 121-252 120-302
R2 121-098 121-098 120-280
R1 121-007 121-007 120-257 121-052
PP 120-173 120-173 120-173 120-196
S1 120-082 120-082 120-213 120-128
S2 119-248 119-248 120-190
S3 119-003 119-157 120-168
S4 118-078 118-232 120-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-265 120-020 0-245 0.6% 0-160 0.4% 88% True False 1,978,374
10 121-185 120-010 1-175 1.3% 0-176 0.5% 45% False False 1,980,848
20 122-190 120-010 2-180 2.1% 0-208 0.5% 27% False False 2,193,201
40 124-025 120-010 4-015 3.4% 0-163 0.4% 17% False False 1,784,981
60 125-000 120-010 4-310 4.1% 0-152 0.4% 14% False False 1,641,918
80 125-065 120-010 5-055 4.3% 0-142 0.4% 14% False False 1,286,378
100 125-145 120-010 5-135 4.5% 0-136 0.4% 13% False False 1,029,420
120 127-060 120-010 7-050 5.9% 0-120 0.3% 10% False False 857,867
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 0-035
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-091
2.618 122-109
1.618 121-244
1.000 121-130
0.618 121-059
HIGH 120-265
0.618 120-194
0.500 120-172
0.382 120-151
LOW 120-080
0.618 119-286
1.000 119-215
1.618 119-101
2.618 118-236
4.250 117-254
Fisher Pivots for day following 23-Feb-2018
Pivot 1 day 3 day
R1 120-214 120-204
PP 120-193 120-173
S1 120-172 120-142

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

View Archives - Comment on this page... - Back to Index of Symbols