ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 31-Aug-2018
Day Change Summary
Previous Current
30-Aug-2018 31-Aug-2018 Change Change % Previous Week
Open 120-025 120-100 0-075 0.2% 120-195
High 120-105 120-160 0-055 0.1% 120-210
Low 120-015 120-090 0-075 0.2% 119-310
Close 120-085 120-125 0-040 0.1% 120-125
Range 0-090 0-070 -0-020 -22.2% 0-220
ATR 0-106 0-104 -0-002 -2.1% 0-000
Volume 1,419,186 246,954 -1,172,232 -82.6% 8,894,656
Daily Pivots for day following 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-015 120-300 120-163
R3 120-265 120-230 120-144
R2 120-195 120-195 120-138
R1 120-160 120-160 120-131 120-177
PP 120-125 120-125 120-125 120-134
S1 120-090 120-090 120-119 120-108
S2 120-055 120-055 120-112
S3 119-305 120-020 120-106
S4 119-235 119-270 120-087
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 122-128 122-027 120-246
R3 121-228 121-127 120-185
R2 121-008 121-008 120-165
R1 120-227 120-227 120-145 120-168
PP 120-108 120-108 120-108 120-079
S1 120-007 120-007 120-105 119-268
S2 119-208 119-208 120-085
S3 118-308 119-107 120-064
S4 118-088 118-207 120-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-210 119-310 0-220 0.6% 0-094 0.2% 61% False False 1,778,931
10 120-240 119-310 0-250 0.6% 0-092 0.2% 54% False False 1,620,272
20 120-240 119-125 1-115 1.1% 0-102 0.3% 74% False False 1,508,674
40 120-240 119-025 1-215 1.4% 0-105 0.3% 79% False False 1,386,923
60 120-240 118-295 1-265 1.5% 0-110 0.3% 80% False False 1,373,725
80 121-030 117-300 3-050 2.6% 0-127 0.3% 78% False False 1,312,082
100 121-030 117-300 3-050 2.6% 0-122 0.3% 78% False False 1,050,717
120 121-035 117-300 3-055 2.6% 0-117 0.3% 77% False False 875,631
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-137
2.618 121-023
1.618 120-273
1.000 120-230
0.618 120-203
HIGH 120-160
0.618 120-133
0.500 120-125
0.382 120-117
LOW 120-090
0.618 120-047
1.000 120-020
1.618 119-297
2.618 119-227
4.250 119-113
Fisher Pivots for day following 31-Aug-2018
Pivot 1 day 3 day
R1 120-125 120-108
PP 120-125 120-092
S1 120-125 120-075

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

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