ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 120-165 120-195 0-030 0.1% 120-105
High 120-200 120-210 0-010 0.0% 120-240
Low 120-115 120-100 -0-015 0.0% 120-090
Close 120-165 120-110 -0-055 -0.1% 120-165
Range 0-085 0-110 0-025 29.4% 0-150
ATR 0-109 0-109 0-000 0.1% 0-000
Volume 1,894,629 1,687,935 -206,694 -10.9% 7,308,064
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-150 121-080 120-171
R3 121-040 120-290 120-140
R2 120-250 120-250 120-130
R1 120-180 120-180 120-120 120-160
PP 120-140 120-140 120-140 120-130
S1 120-070 120-070 120-100 120-050
S2 120-030 120-030 120-090
S3 119-240 119-280 120-080
S4 119-130 119-170 120-050
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-295 121-220 120-247
R3 121-145 121-070 120-206
R2 120-315 120-315 120-192
R1 120-240 120-240 120-179 120-277
PP 120-165 120-165 120-165 120-184
S1 120-090 120-090 120-151 120-128
S2 120-015 120-015 120-137
S3 119-185 119-260 120-124
S4 119-035 119-110 120-083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-240 120-100 0-140 0.4% 0-086 0.2% 7% False True 1,541,837
10 120-240 120-010 0-230 0.6% 0-098 0.3% 43% False False 1,468,405
20 120-240 119-025 1-215 1.4% 0-107 0.3% 76% False False 1,448,676
40 120-240 119-025 1-215 1.4% 0-108 0.3% 76% False False 1,313,572
60 120-240 118-295 1-265 1.5% 0-115 0.3% 78% False False 1,366,106
80 121-030 117-300 3-050 2.6% 0-127 0.3% 76% False False 1,222,335
100 121-030 117-300 3-050 2.6% 0-123 0.3% 76% False False 978,669
120 121-035 117-300 3-055 2.6% 0-114 0.3% 76% False False 815,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-038
2.618 121-178
1.618 121-068
1.000 121-000
0.618 120-278
HIGH 120-210
0.618 120-168
0.500 120-155
0.382 120-142
LOW 120-100
0.618 120-032
1.000 119-310
1.618 119-242
2.618 119-132
4.250 118-272
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 120-155 120-162
PP 120-140 120-145
S1 120-125 120-128

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

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