ECBOT 10 Year T-Note Future June 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 119-270 120-030 0-080 0.2% 119-315
High 120-035 120-230 0-195 0.5% 120-080
Low 119-215 120-005 0-110 0.3% 119-155
Close 120-015 120-195 0-180 0.5% 120-055
Range 0-140 0-225 0-085 60.7% 0-245
ATR 0-176 0-180 0-003 2.0% 0-000
Volume 1,703,836 2,602,235 898,399 52.7% 3,532,941
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 122-178 122-092 120-319
R3 121-273 121-187 120-257
R2 121-048 121-048 120-236
R1 120-282 120-282 120-216 121-005
PP 120-143 120-143 120-143 120-165
S1 120-057 120-057 120-174 120-100
S2 119-238 119-238 120-154
S3 119-013 119-152 120-133
S4 118-108 118-247 120-071
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
5 120-230 119-215 1-015 0.9% 0-174 0.5% 90% True False 2,032,122
10 120-230 119-140 1-090 1.1% 0-166 0.4% 91% True False 1,230,331
20 122-020 119-140 2-200 2.2% 0-211 0.5% 45% False False 630,146
40 123-185 119-140 4-045 3.4% 0-166 0.4% 28% False False 317,848
60 124-110 119-140 4-290 4.1% 0-122 0.3% 24% False False 211,996
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 0-032
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 123-226
2.618 122-179
1.618 121-274
1.000 121-135
0.618 121-049
HIGH 120-230
0.618 120-144
0.500 120-118
0.382 120-091
LOW 120-005
0.618 119-186
1.000 119-100
1.618 118-281
2.618 118-056
4.250 117-009
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 120-169 120-151
PP 120-143 120-107
S1 120-118 120-063

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

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