ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 03-Aug-2018
Day Change Summary
Previous Current
02-Aug-2018 03-Aug-2018 Change Change % Previous Week
Open 119-055 119-095 0-040 0.1% 119-155
High 119-120 119-205 0-085 0.2% 119-210
Low 119-035 119-075 0-040 0.1% 119-025
Close 119-105 119-195 0-090 0.2% 119-195
Range 0-085 0-130 0-045 52.9% 0-185
ATR 0-116 0-117 0-001 0.9% 0-000
Volume 1,306,817 1,284,592 -22,225 -1.7% 7,060,461
Daily Pivots for day following 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 120-228 120-182 119-266
R3 120-098 120-052 119-231
R2 119-288 119-288 119-219
R1 119-242 119-242 119-207 119-265
PP 119-158 119-158 119-158 119-170
S1 119-112 119-112 119-183 119-135
S2 119-028 119-028 119-171
S3 118-218 118-302 119-159
S4 118-088 118-172 119-124
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-058 120-312 119-297
R3 120-193 120-127 119-246
R2 120-008 120-008 119-229
R1 119-262 119-262 119-212 119-295
PP 119-143 119-143 119-143 119-160
S1 119-077 119-077 119-178 119-110
S2 118-278 118-278 119-161
S3 118-093 118-212 119-144
S4 117-228 118-027 119-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-210 119-025 0-185 0.5% 0-109 0.3% 92% False False 1,412,092
10 120-035 119-025 1-010 0.9% 0-113 0.3% 52% False False 1,442,687
20 120-135 119-025 1-110 1.1% 0-107 0.3% 40% False False 1,265,173
40 120-200 118-295 1-225 1.4% 0-114 0.3% 40% False False 1,306,250
60 121-030 117-300 3-050 2.6% 0-136 0.4% 53% False False 1,246,551
80 121-030 117-300 3-050 2.6% 0-127 0.3% 53% False False 936,228
100 121-035 117-300 3-055 2.7% 0-120 0.3% 53% False False 749,022
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-117
2.618 120-225
1.618 120-095
1.000 120-015
0.618 119-285
HIGH 119-205
0.618 119-155
0.500 119-140
0.382 119-125
LOW 119-075
0.618 118-315
1.000 118-265
1.618 118-185
2.618 118-055
4.250 117-163
Fisher Pivots for day following 03-Aug-2018
Pivot 1 day 3 day
R1 119-177 119-168
PP 119-158 119-142
S1 119-140 119-115

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

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