ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 01-Mar-2018
Day Change Summary
Previous Current
28-Feb-2018 01-Mar-2018 Change Change % Previous Week
Open 120-145 120-220 0-075 0.2% 120-180
High 120-225 121-095 0-190 0.5% 120-265
Low 120-095 120-200 0-105 0.3% 120-020
Close 120-210 121-065 0-175 0.5% 120-235
Range 0-130 0-215 0-085 65.4% 0-245
ATR 0-177 0-180 0-003 1.5% 0-000
Volume 329,530 197,034 -132,496 -40.2% 8,566,114
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 123-018 122-257 121-183
R3 122-123 122-042 121-124
R2 121-228 121-228 121-104
R1 121-147 121-147 121-085 121-188
PP 121-013 121-013 121-013 121-034
S1 120-252 120-252 121-045 120-292
S2 120-118 120-118 121-026
S3 119-223 120-037 121-006
S4 119-008 119-142 120-267
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
5 121-095 120-080 1-015 0.9% 0-170 0.4% 91% True False 1,571,949
10 121-095 120-010 1-085 1.0% 0-163 0.4% 93% True False 1,712,373
20 122-190 120-010 2-180 2.1% 0-210 0.5% 46% False False 2,087,589
40 123-285 120-010 3-275 3.2% 0-168 0.4% 30% False False 1,837,907
60 124-230 120-010 4-220 3.9% 0-151 0.4% 25% False False 1,572,573
80 125-065 120-010 5-055 4.3% 0-145 0.4% 23% False False 1,353,905
100 125-145 120-010 5-135 4.5% 0-138 0.4% 22% False False 1,083,704
120 127-060 120-010 7-050 5.9% 0-125 0.3% 16% False False 903,121
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 10 trading days
Fibonacci Retracements and Extensions
4.250 124-049
2.618 123-018
1.618 122-123
1.000 121-310
0.618 121-228
HIGH 121-095
0.618 121-013
0.500 120-308
0.382 120-282
LOW 120-200
0.618 120-067
1.000 119-305
1.618 119-172
2.618 118-277
4.250 117-246
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 121-039 121-019
PP 121-013 120-293
S1 120-308 120-248

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

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