ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 26-Jun-2018
Day Change Summary
Previous Current
25-Jun-2018 26-Jun-2018 Change Change % Previous Week
Open 119-275 119-305 0-030 0.1% 119-195
High 120-045 120-035 -0-010 0.0% 120-060
Low 119-275 119-265 -0-010 0.0% 119-135
Close 120-010 120-000 -0-010 0.0% 119-265
Range 0-090 0-090 0-000 0.0% 0-245
ATR 0-147 0-143 -0-004 -2.8% 0-000
Volume 1,504,375 1,058,281 -446,094 -29.7% 6,205,024
Daily Pivots for day following 26-Jun-2018
Classic Woodie Camarilla DeMark
R4 120-263 120-222 120-050
R3 120-173 120-132 120-025
R2 120-083 120-083 120-017
R1 120-042 120-042 120-008 120-063
PP 119-313 119-313 119-313 120-004
S1 119-272 119-272 119-312 119-292
S2 119-223 119-223 119-303
S3 119-133 119-182 119-295
S4 119-043 119-092 119-270
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
5 120-045 119-135 0-230 0.6% 0-113 0.3% 80% False False 1,259,629
10 120-060 118-295 1-085 1.1% 0-124 0.3% 85% False False 1,350,909
20 121-030 118-295 2-055 1.8% 0-151 0.4% 50% False False 1,584,083
40 121-030 117-300 3-050 2.6% 0-146 0.4% 65% False False 1,013,837
60 121-030 117-300 3-050 2.6% 0-131 0.3% 65% False False 676,915
80 121-035 117-300 3-055 2.6% 0-113 0.3% 65% False False 507,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-098
2.618 120-271
1.618 120-181
1.000 120-125
0.618 120-091
HIGH 120-035
0.618 120-001
0.500 119-310
0.382 119-299
LOW 119-265
0.618 119-209
1.000 119-175
1.618 119-119
2.618 119-029
4.250 118-202
Fisher Pivots for day following 26-Jun-2018
Pivot 1 day 3 day
R1 119-317 119-308
PP 119-313 119-297
S1 119-310 119-285

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

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