ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 120-205 120-120 -0-085 -0.2% 120-105
High 120-235 121-015 0-100 0.3% 120-280
Low 120-110 120-110 0-000 0.0% 119-220
Close 120-150 120-290 0-140 0.4% 120-195
Range 0-125 0-225 0-100 80.0% 1-060
ATR 0-160 0-164 0-005 2.9% 0-000
Volume 1,302,107 1,842,010 539,903 41.5% 8,204,361
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 122-280 122-190 121-094
R3 122-055 121-285 121-032
R2 121-150 121-150 121-011
R1 121-060 121-060 120-311 121-105
PP 120-245 120-245 120-245 120-268
S1 120-155 120-155 120-269 120-200
S2 120-020 120-020 120-249
S3 119-115 119-250 120-228
S4 118-210 119-025 120-166
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
5 121-015 119-220 1-115 1.1% 0-179 0.5% 90% True False 1,777,852
10 121-015 119-220 1-115 1.1% 0-152 0.4% 90% True False 1,535,957
20 121-015 119-215 1-120 1.1% 0-155 0.4% 90% True False 1,576,609
40 122-020 119-140 2-200 2.2% 0-181 0.5% 56% False False 996,162
60 123-240 119-140 4-100 3.6% 0-160 0.4% 34% False False 665,691
80 124-110 119-140 4-290 4.1% 0-126 0.3% 30% False False 499,323
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 0-039
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 124-011
2.618 122-284
1.618 122-059
1.000 121-240
0.618 121-154
HIGH 121-015
0.618 120-249
0.500 120-223
0.382 120-196
LOW 120-110
0.618 119-291
1.000 119-205
1.618 119-066
2.618 118-161
4.250 117-114
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 120-268 120-268
PP 120-245 120-245
S1 120-223 120-223

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

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