ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 20-Aug-2018
Day Change Summary
Previous Current
17-Aug-2018 20-Aug-2018 Change Change % Previous Week
Open 120-100 120-105 0-005 0.0% 120-100
High 120-160 120-220 0-060 0.2% 120-180
Low 120-070 120-090 0-020 0.1% 120-010
Close 120-080 120-200 0-120 0.3% 120-080
Range 0-090 0-130 0-040 44.5% 0-170
ATR 0-115 0-117 0-002 1.5% 0-000
Volume 1,312,548 1,286,812 -25,736 -2.0% 7,763,542
Daily Pivots for day following 20-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-240 121-190 120-271
R3 121-110 121-060 120-236
R2 120-300 120-300 120-224
R1 120-250 120-250 120-212 120-275
PP 120-170 120-170 120-170 120-183
S1 120-120 120-120 120-188 120-145
S2 120-040 120-040 120-176
S3 119-230 119-310 120-164
S4 119-100 119-180 120-129
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-280 121-190 120-173
R3 121-110 121-020 120-127
R2 120-260 120-260 120-111
R1 120-170 120-170 120-096 120-130
PP 120-090 120-090 120-090 120-070
S1 120-000 120-000 120-064 119-280
S2 119-240 119-240 120-049
S3 119-070 119-150 120-033
S4 118-220 118-300 119-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-220 120-010 0-210 0.5% 0-110 0.3% 90% True False 1,394,974
10 120-220 119-125 1-095 1.1% 0-115 0.3% 95% True False 1,435,180
20 120-220 119-025 1-195 1.3% 0-108 0.3% 96% True False 1,402,659
40 120-220 119-025 1-195 1.3% 0-110 0.3% 96% True False 1,302,668
60 121-030 118-295 2-055 1.8% 0-133 0.3% 78% False False 1,435,909
80 121-030 117-300 3-050 2.6% 0-128 0.3% 85% False False 1,126,403
100 121-035 117-300 3-055 2.6% 0-124 0.3% 85% False False 901,590
120 121-035 117-300 3-055 2.6% 0-110 0.3% 85% False False 751,332
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 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-132
2.618 121-240
1.618 121-110
1.000 121-030
0.618 120-300
HIGH 120-220
0.618 120-170
0.500 120-155
0.382 120-140
LOW 120-090
0.618 120-010
1.000 119-280
1.618 119-200
2.618 119-070
4.250 118-178
Fisher Pivots for day following 20-Aug-2018
Pivot 1 day 3 day
R1 120-185 120-176
PP 120-170 120-152
S1 120-155 120-128

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

View Archives - Comment on this page... - Back to Index of Symbols