ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 31-Jul-2018
Day Change Summary
Previous Current
30-Jul-2018 31-Jul-2018 Change Change % Previous Week
Open 119-155 119-120 -0-035 -0.1% 120-005
High 119-155 119-210 0-055 0.1% 120-035
Low 119-080 119-110 0-030 0.1% 119-080
Close 119-120 119-135 0-015 0.0% 119-140
Range 0-075 0-100 0-025 33.3% 0-275
ATR 0-117 0-115 -0-001 -1.0% 0-000
Volume 1,053,711 1,915,199 861,488 81.8% 7,366,411
Daily Pivots for day following 31-Jul-2018
Classic Woodie Camarilla DeMark
R4 120-132 120-073 119-190
R3 120-032 119-293 119-163
R2 119-252 119-252 119-153
R1 119-193 119-193 119-144 119-223
PP 119-152 119-152 119-152 119-166
S1 119-093 119-093 119-126 119-123
S2 119-052 119-052 119-117
S3 118-272 118-313 119-108
S4 118-172 118-213 119-080
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 122-057 121-213 119-291
R3 121-102 120-258 119-216
R2 120-147 120-147 119-190
R1 119-303 119-303 119-165 119-248
PP 119-192 119-192 119-192 119-164
S1 119-028 119-028 119-115 118-292
S2 118-237 118-237 119-090
S3 117-282 118-073 119-064
S4 117-007 117-118 118-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-225 119-080 0-145 0.4% 0-094 0.2% 38% False False 1,478,418
10 120-135 119-080 1-055 1.0% 0-116 0.3% 15% False False 1,428,792
20 120-200 119-080 1-120 1.2% 0-108 0.3% 13% False False 1,220,589
40 120-200 118-295 1-225 1.4% 0-118 0.3% 29% False False 1,339,039
60 121-030 117-300 3-050 2.6% 0-134 0.3% 47% False False 1,178,692
80 121-030 117-300 3-050 2.6% 0-126 0.3% 47% False False 885,095
100 121-035 117-300 3-055 2.7% 0-116 0.3% 47% False False 708,107
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 0-029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-315
2.618 120-152
1.618 120-052
1.000 119-310
0.618 119-272
HIGH 119-210
0.618 119-172
0.500 119-160
0.382 119-148
LOW 119-110
0.618 119-048
1.000 119-010
1.618 118-268
2.618 118-168
4.250 118-005
Fisher Pivots for day following 31-Jul-2018
Pivot 1 day 3 day
R1 119-160 119-145
PP 119-152 119-142
S1 119-143 119-138

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

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