ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 122-205 122-200 -0-005 0.0% 123-205
High 122-230 122-245 0-015 0.0% 123-220
Low 122-110 122-155 0-045 0.1% 123-035
Close 122-195 122-235 0-040 0.1% 123-060
Range 0-120 0-090 -0-030 -25.0% 0-185
ATR 0-095 0-094 0-000 -0.3% 0-000
Volume 2,892 4,484 1,592 55.0% 4,548
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 123-162 123-128 122-284
R3 123-072 123-038 122-260
R2 122-302 122-302 122-252
R1 122-268 122-268 122-243 122-285
PP 122-212 122-212 122-212 122-220
S1 122-178 122-178 122-227 122-195
S2 122-122 122-122 122-219
S3 122-032 122-088 122-210
S4 121-262 121-318 122-186
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
5 123-175 122-110 1-065 1.0% 0-117 0.3% 32% False False 2,926
10 123-240 122-110 1-130 1.1% 0-102 0.3% 28% False False 2,123
20 124-110 122-110 2-000 1.6% 0-072 0.2% 20% False False 1,126
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-307
2.618 123-161
1.618 123-071
1.000 123-015
0.618 122-301
HIGH 122-245
0.618 122-211
0.500 122-200
0.382 122-189
LOW 122-155
0.618 122-099
1.000 122-065
1.618 122-009
2.618 121-239
4.250 121-093
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 122-223 122-238
PP 122-212 122-237
S1 122-200 122-236

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

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