ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 120-055 120-065 0-010 0.0% 119-315
High 120-145 120-100 -0-045 -0.1% 120-080
Low 120-030 119-215 -0-135 -0.4% 119-155
Close 120-085 119-255 -0-150 -0.4% 120-055
Range 0-115 0-205 0-090 78.3% 0-245
ATR 0-177 0-179 0-002 1.1% 0-000
Volume 2,354,886 1,964,205 -390,681 -16.6% 3,532,941
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 121-272 121-148 120-048
R3 121-067 120-263 119-311
R2 120-182 120-182 119-293
R1 120-058 120-058 119-274 120-018
PP 119-297 119-297 119-297 119-276
S1 119-173 119-173 119-236 119-133
S2 119-092 119-092 119-217
S3 118-207 118-288 119-199
S4 118-002 118-083 119-142
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 122-085 121-315 120-190
R3 121-160 121-070 120-122
R2 120-235 120-235 120-100
R1 120-145 120-145 120-077 120-190
PP 119-310 119-310 119-310 120-013
S1 119-220 119-220 120-033 119-265
S2 119-065 119-065 120-010
S3 118-140 118-295 119-308
S4 117-215 118-050 119-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-145 119-155 0-310 0.8% 0-162 0.4% 32% False False 1,530,650
10 120-215 119-140 1-075 1.0% 0-170 0.4% 29% False False 809,231
20 122-020 119-140 2-200 2.2% 0-208 0.5% 14% False False 415,714
40 123-240 119-140 4-100 3.6% 0-163 0.4% 8% False False 210,231
60 124-110 119-140 4-290 4.1% 0-116 0.3% 7% False False 140,228
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 8 trading days
Fibonacci Retracements and Extensions
4.250 123-011
2.618 121-317
1.618 121-112
1.000 120-305
0.618 120-227
HIGH 120-100
0.618 120-022
0.500 119-318
0.382 119-293
LOW 119-215
0.618 119-088
1.000 119-010
1.618 118-203
2.618 117-318
4.250 116-304
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 119-318 120-020
PP 119-297 119-312
S1 119-276 119-283

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

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