ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 120-100 120-105 0-005 0.0% 120-195
High 120-160 120-135 -0-025 -0.1% 120-210
Low 120-090 120-015 -0-075 -0.2% 119-310
Close 120-125 120-020 -0-105 -0.3% 120-125
Range 0-070 0-120 0-050 71.5% 0-220
ATR 0-104 0-105 0-001 1.1% 0-000
Volume 246,954 115,787 -131,167 -53.1% 8,894,656
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 121-097 121-018 120-086
R3 120-297 120-218 120-053
R2 120-177 120-177 120-042
R1 120-098 120-098 120-031 120-078
PP 120-057 120-057 120-057 120-046
S1 119-298 119-298 120-009 119-278
S2 119-257 119-257 119-318
S3 119-137 119-178 119-307
S4 119-017 119-058 119-274
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
5 120-160 119-310 0-170 0.4% 0-096 0.2% 18% False False 1,464,501
10 120-240 119-310 0-250 0.7% 0-091 0.2% 12% False False 1,503,169
20 120-240 119-125 1-115 1.1% 0-103 0.3% 49% False False 1,469,175
40 120-240 119-025 1-215 1.4% 0-105 0.3% 59% False False 1,369,698
60 120-240 118-295 1-265 1.5% 0-109 0.3% 62% False False 1,341,619
80 121-030 117-300 3-050 2.6% 0-127 0.3% 67% False False 1,313,377
100 121-030 117-300 3-050 2.6% 0-121 0.3% 67% False False 1,051,862
120 121-035 117-300 3-055 2.6% 0-118 0.3% 67% False False 876,596
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 0-021
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 122-005
2.618 121-129
1.618 121-009
1.000 120-255
0.618 120-209
HIGH 120-135
0.618 120-089
0.500 120-075
0.382 120-061
LOW 120-015
0.618 119-261
1.000 119-215
1.618 119-141
2.618 119-021
4.250 118-145
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 120-075 120-088
PP 120-057 120-065
S1 120-038 120-043

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

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