ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 19-Jun-2018
Day Change Summary
Previous Current
18-Jun-2018 19-Jun-2018 Change Change % Previous Week
Open 119-195 119-215 0-020 0.1% 119-180
High 119-250 120-060 0-130 0.3% 119-275
Low 119-180 119-210 0-030 0.1% 118-295
Close 119-190 119-270 0-080 0.2% 119-190
Range 0-070 0-170 0-100 142.8% 0-300
ATR 0-154 0-157 0-003 1.7% 0-000
Volume 917,718 1,551,816 634,098 69.1% 7,153,734
Daily Pivots for day following 19-Jun-2018
Classic Woodie Camarilla DeMark
R4 121-157 121-063 120-044
R3 120-307 120-213 119-317
R2 120-137 120-137 119-301
R1 120-043 120-043 119-286 120-090
PP 119-287 119-287 119-287 119-310
S1 119-193 119-193 119-254 119-240
S2 119-117 119-117 119-239
S3 118-267 119-023 119-223
S4 118-097 118-173 119-177
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 122-087 121-278 120-035
R3 121-107 120-298 119-273
R2 120-127 120-127 119-245
R1 119-318 119-318 119-218 120-063
PP 119-147 119-147 119-147 119-179
S1 119-018 119-018 119-163 119-083
S2 118-167 118-167 119-135
S3 117-187 118-038 119-108
S4 116-207 117-058 119-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-060 118-295 1-085 1.1% 0-134 0.3% 73% True False 1,442,190
10 120-060 118-295 1-085 1.1% 0-144 0.4% 73% True False 1,541,513
20 121-030 118-115 2-235 2.3% 0-180 0.5% 54% False False 1,669,182
40 121-030 117-300 3-050 2.6% 0-143 0.4% 60% False False 857,144
60 121-035 117-300 3-055 2.6% 0-133 0.3% 60% False False 571,948
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-142
2.618 121-185
1.618 121-015
1.000 120-230
0.618 120-165
HIGH 120-060
0.618 119-315
0.500 119-295
0.382 119-275
LOW 119-210
0.618 119-105
1.000 119-040
1.618 118-255
2.618 118-085
4.250 117-128
Fisher Pivots for day following 19-Jun-2018
Pivot 1 day 3 day
R1 119-295 119-268
PP 119-287 119-265
S1 119-278 119-262

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

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