ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 10-Aug-2018
Day Change Summary
Previous Current
09-Aug-2018 10-Aug-2018 Change Change % Previous Week
Open 119-170 119-240 0-070 0.2% 119-195
High 119-255 120-130 0-195 0.5% 120-130
Low 119-160 119-235 0-075 0.2% 119-125
Close 119-230 120-120 0-210 0.5% 120-120
Range 0-095 0-215 0-120 126.3% 1-005
ATR 0-110 0-118 0-008 7.1% 0-000
Volume 1,137,612 2,336,406 1,198,794 105.4% 6,207,236
Daily Pivots for day following 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 122-060 121-305 120-238
R3 121-165 121-090 120-179
R2 120-270 120-270 120-159
R1 120-195 120-195 120-140 120-233
PP 120-055 120-055 120-055 120-074
S1 119-300 119-300 120-100 120-018
S2 119-160 119-160 120-081
S3 118-265 119-085 120-061
S4 118-050 118-190 120-002
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 123-033 122-242 120-299
R3 122-028 121-237 120-209
R2 121-023 121-023 120-180
R1 120-232 120-232 120-150 120-288
PP 120-018 120-018 120-018 120-046
S1 119-227 119-227 120-090 119-282
S2 119-013 119-013 120-060
S3 118-008 118-222 120-031
S4 117-003 117-217 119-261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-130 119-125 1-005 0.8% 0-117 0.3% 97% True False 1,241,447
10 120-130 119-025 1-105 1.1% 0-113 0.3% 98% True False 1,326,769
20 120-135 119-025 1-110 1.1% 0-115 0.3% 97% False False 1,314,211
40 120-200 119-025 1-175 1.3% 0-112 0.3% 84% False False 1,272,401
60 121-030 117-300 3-050 2.6% 0-135 0.3% 77% False False 1,344,790
80 121-030 117-300 3-050 2.6% 0-127 0.3% 77% False False 1,013,730
100 121-035 117-300 3-055 2.6% 0-125 0.3% 77% False False 811,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 123-084
2.618 122-053
1.618 121-158
1.000 121-025
0.618 120-263
HIGH 120-130
0.618 120-048
0.500 120-023
0.382 119-317
LOW 119-235
0.618 119-102
1.000 119-020
1.618 118-207
2.618 117-312
4.250 116-281
Fisher Pivots for day following 10-Aug-2018
Pivot 1 day 3 day
R1 120-088 120-069
PP 120-055 120-018
S1 120-023 119-288

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

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