ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
26-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 123-020 123-050 0-030 0.1% 123-310
High 123-100 123-220 0-120 0.3% 123-310
Low 123-015 123-050 0-035 0.1% 123-010
Close 123-085 123-210 0-125 0.3% 123-030
Range 0-085 0-170 0-085 100.0% 0-300
ATR 0-070 0-077 0-007 10.2% 0-000
Volume 7 392 385 5,500.0% 894
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 125-030 124-290 123-304
R3 124-180 124-120 123-257
R2 124-010 124-010 123-241
R1 123-270 123-270 123-226 123-300
PP 123-160 123-160 123-160 123-175
S1 123-100 123-100 123-194 123-130
S2 122-310 122-310 123-179
S3 122-140 122-250 123-163
S4 121-290 122-080 123-117
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 126-057 125-183 123-195
R3 125-077 124-203 123-113
R2 124-097 124-097 123-085
R1 123-223 123-223 123-058 123-170
PP 123-117 123-117 123-117 123-090
S1 122-243 122-243 123-003 122-190
S2 122-137 122-137 122-295
S3 121-157 121-263 122-268
S4 120-177 120-283 122-185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-220 123-010 0-210 0.5% 0-073 0.2% 95% True False 258
10 124-110 123-010 1-100 1.1% 0-041 0.1% 48% False False 129
20 124-110 123-010 1-100 1.1% 0-021 0.1% 48% False False 64
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 0-006
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 125-302
2.618 125-025
1.618 124-175
1.000 124-070
0.618 124-005
HIGH 123-220
0.618 123-155
0.500 123-135
0.382 123-115
LOW 123-050
0.618 122-265
1.000 122-200
1.618 122-095
2.618 121-245
4.250 120-288
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 123-185 123-179
PP 123-160 123-148
S1 123-135 123-118

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

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