ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 16-Aug-2018
Day Change Summary
Previous Current
15-Aug-2018 16-Aug-2018 Change Change % Previous Week
Open 120-020 120-105 0-085 0.2% 119-195
High 120-180 120-130 -0-050 -0.1% 120-130
Low 120-015 120-035 0-020 0.1% 119-125
Close 120-140 120-085 -0-055 -0.1% 120-120
Range 0-165 0-095 -0-070 -42.4% 1-005
ATR 0-118 0-117 -0-001 -0.8% 0-000
Volume 1,829,448 1,253,118 -576,330 -31.5% 6,207,236
Daily Pivots for day following 16-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-048 121-002 120-137
R3 120-273 120-227 120-111
R2 120-178 120-178 120-102
R1 120-132 120-132 120-094 120-108
PP 120-083 120-083 120-083 120-071
S1 120-037 120-037 120-076 120-012
S2 119-308 119-308 120-068
S3 119-213 119-262 120-059
S4 119-118 119-167 120-033
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
5 120-180 119-235 0-265 0.7% 0-132 0.3% 64% False False 1,757,480
10 120-180 119-075 1-105 1.1% 0-116 0.3% 78% False False 1,394,282
20 120-180 119-025 1-155 1.2% 0-115 0.3% 80% False False 1,420,715
40 120-200 119-025 1-175 1.3% 0-111 0.3% 77% False False 1,300,286
60 121-030 118-160 2-190 2.2% 0-135 0.4% 68% False False 1,437,538
80 121-030 117-300 3-050 2.6% 0-127 0.3% 74% False False 1,094,062
100 121-035 117-300 3-055 2.6% 0-125 0.3% 73% False False 875,597
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-214
2.618 121-059
1.618 120-284
1.000 120-225
0.618 120-189
HIGH 120-130
0.618 120-094
0.500 120-083
0.382 120-071
LOW 120-035
0.618 119-296
1.000 119-260
1.618 119-201
2.618 119-106
4.250 118-271
Fisher Pivots for day following 16-Aug-2018
Pivot 1 day 3 day
R1 120-084 120-095
PP 120-083 120-092
S1 120-083 120-088

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

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