ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 23-Mar-2018
Day Change Summary
Previous Current
22-Mar-2018 23-Mar-2018 Change Change % Previous Week
Open 120-035 120-175 0-140 0.4% 120-105
High 120-250 120-280 0-030 0.1% 120-280
Low 120-030 120-135 0-105 0.3% 119-220
Close 120-165 120-195 0-030 0.1% 120-195
Range 0-220 0-145 -0-075 -34.1% 1-060
ATR 0-164 0-162 -0-001 -0.8% 0-000
Volume 2,424,965 1,801,888 -623,077 -25.7% 8,204,361
Daily Pivots for day following 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 121-318 121-242 120-275
R3 121-173 121-097 120-235
R2 121-028 121-028 120-222
R1 120-272 120-272 120-208 120-310
PP 120-203 120-203 120-203 120-223
S1 120-127 120-127 120-182 120-165
S2 120-058 120-058 120-168
S3 119-233 119-302 120-155
S4 119-088 119-157 120-115
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 123-305 123-150 121-084
R3 122-245 122-090 120-300
R2 121-185 121-185 120-265
R1 121-030 121-030 120-230 121-108
PP 120-125 120-125 120-125 120-164
S1 119-290 119-290 120-160 120-048
S2 119-065 119-065 120-125
S3 118-005 118-230 120-091
S4 116-265 117-170 119-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-280 119-220 1-060 1.0% 0-162 0.4% 78% True False 1,640,872
10 120-280 119-220 1-060 1.0% 0-143 0.4% 78% True False 1,486,067
20 120-280 119-215 1-065 1.0% 0-154 0.4% 78% True False 1,635,358
40 122-020 119-140 2-200 2.2% 0-181 0.5% 45% False False 917,942
60 123-240 119-140 4-100 3.6% 0-158 0.4% 27% False False 613,348
80 124-150 119-140 5-010 4.2% 0-122 0.3% 23% False False 460,022
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 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-256
2.618 122-020
1.618 121-195
1.000 121-105
0.618 121-050
HIGH 120-280
0.618 120-225
0.500 120-208
0.382 120-190
LOW 120-135
0.618 120-045
1.000 119-310
1.618 119-220
2.618 119-075
4.250 118-159
Fisher Pivots for day following 23-Mar-2018
Pivot 1 day 3 day
R1 120-208 120-160
PP 120-203 120-125
S1 120-199 120-090

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

View Archives - Comment on this page... - Back to Index of Symbols