ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 120-115 120-170 0-055 0.1% 120-050
High 120-220 120-230 0-010 0.0% 120-200
Low 120-075 120-125 0-050 0.1% 119-265
Close 120-175 120-160 -0-015 0.0% 120-010
Range 0-145 0-105 -0-040 -27.6% 0-255
ATR 0-164 0-160 -0-004 -2.6% 0-000
Volume 1,692,033 1,317,326 -374,707 -22.1% 7,293,225
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 121-167 121-108 120-218
R3 121-062 121-003 120-189
R2 120-277 120-277 120-179
R1 120-218 120-218 120-170 120-195
PP 120-172 120-172 120-172 120-160
S1 120-113 120-113 120-150 120-090
S2 120-067 120-067 120-141
S3 119-282 120-008 120-131
S4 119-177 119-223 120-102
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 122-177 122-028 120-150
R3 121-242 121-093 120-080
R2 120-307 120-307 120-057
R1 120-158 120-158 120-033 120-105
PP 120-052 120-052 120-052 120-025
S1 119-223 119-223 119-307 119-170
S2 119-117 119-117 119-283
S3 118-182 118-288 119-260
S4 117-247 118-033 119-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-230 119-265 0-285 0.7% 0-129 0.3% 75% True False 1,400,614
10 120-230 119-265 0-285 0.7% 0-147 0.4% 75% True False 1,487,591
20 120-230 119-140 1-090 1.1% 0-157 0.4% 83% True False 1,358,961
40 122-050 119-140 2-230 2.3% 0-175 0.5% 39% False False 688,997
60 123-310 119-140 4-170 3.8% 0-147 0.4% 23% False False 459,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-042
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 122-036
2.618 121-185
1.618 121-080
1.000 121-015
0.618 120-295
HIGH 120-230
0.618 120-190
0.500 120-178
0.382 120-165
LOW 120-125
0.618 120-060
1.000 120-020
1.618 119-275
2.618 119-170
4.250 118-319
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 120-178 120-149
PP 120-172 120-138
S1 120-166 120-128

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

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