ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 123-115 123-110 -0-005 0.0% 123-205
High 123-125 123-175 0-050 0.1% 123-220
Low 123-035 123-045 0-010 0.0% 123-035
Close 123-115 123-060 -0-055 -0.1% 123-060
Range 0-090 0-130 0-040 44.5% 0-185
ATR 0-084 0-087 0-003 3.9% 0-000
Volume 501 1,207 706 140.9% 4,548
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 124-163 124-082 123-132
R3 124-033 123-272 123-096
R2 123-223 123-223 123-084
R1 123-142 123-142 123-072 123-118
PP 123-093 123-093 123-093 123-081
S1 123-012 123-012 123-048 122-307
S2 122-283 122-283 123-036
S3 122-153 122-202 123-024
S4 122-023 122-072 122-308
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 125-020 124-225 123-162
R3 124-155 124-040 123-111
R2 123-290 123-290 123-094
R1 123-175 123-175 123-077 123-140
PP 123-105 123-105 123-105 123-088
S1 122-310 122-310 123-043 122-275
S2 122-240 122-240 123-026
S3 122-055 122-125 123-009
S4 121-190 121-260 122-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-240 123-035 0-205 0.5% 0-103 0.3% 12% False False 932
10 123-240 123-010 0-230 0.6% 0-091 0.2% 22% False False 876
20 124-110 123-010 1-100 1.1% 0-049 0.1% 12% False False 454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-088
2.618 124-195
1.618 124-065
1.000 123-305
0.618 123-255
HIGH 123-175
0.618 123-125
0.500 123-110
0.382 123-095
LOW 123-045
0.618 122-285
1.000 122-235
1.618 122-155
2.618 122-025
4.250 121-132
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 123-110 123-110
PP 123-093 123-093
S1 123-077 123-077

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

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