ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 22-Jun-2018
Day Change Summary
Previous Current
21-Jun-2018 22-Jun-2018 Change Change % Previous Week
Open 119-160 119-270 0-110 0.3% 119-195
High 119-295 119-290 -0-005 0.0% 120-060
Low 119-135 119-205 0-070 0.2% 119-135
Close 119-275 119-265 -0-010 0.0% 119-265
Range 0-160 0-085 -0-075 -46.9% 0-245
ATR 0-156 0-151 -0-005 -3.2% 0-000
Volume 1,566,709 937,367 -629,342 -40.2% 6,205,024
Daily Pivots for day following 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 120-188 120-152 119-312
R3 120-103 120-067 119-288
R2 120-018 120-018 119-281
R1 119-302 119-302 119-273 119-278
PP 119-253 119-253 119-253 119-241
S1 119-217 119-217 119-257 119-192
S2 119-168 119-168 119-249
S3 119-083 119-132 119-242
S4 118-318 119-047 119-218
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 122-035 121-235 120-080
R3 121-110 120-310 120-012
R2 120-185 120-185 119-310
R1 120-065 120-065 119-287 120-125
PP 119-260 119-260 119-260 119-290
S1 119-140 119-140 119-243 119-200
S2 119-015 119-015 119-220
S3 118-090 118-215 119-198
S4 117-165 117-290 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-060 119-135 0-245 0.6% 0-125 0.3% 53% False False 1,241,004
10 120-060 118-295 1-085 1.1% 0-124 0.3% 72% False False 1,335,875
20 121-030 118-295 2-055 1.8% 0-179 0.5% 42% False False 1,702,392
40 121-030 117-300 3-050 2.6% 0-145 0.4% 60% False False 950,137
60 121-035 117-300 3-055 2.6% 0-132 0.3% 60% False False 634,205
80 121-035 117-300 3-055 2.6% 0-110 0.3% 60% False False 475,664
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-011
2.618 120-193
1.618 120-108
1.000 120-055
0.618 120-023
HIGH 119-290
0.618 119-258
0.500 119-248
0.382 119-237
LOW 119-205
0.618 119-152
1.000 119-120
1.618 119-067
2.618 118-302
4.250 118-164
Fisher Pivots for day following 22-Jun-2018
Pivot 1 day 3 day
R1 119-259 119-250
PP 119-253 119-235
S1 119-248 119-220

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

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