ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 06-Sep-2018
Day Change Summary
Previous Current
05-Sep-2018 06-Sep-2018 Change Change % Previous Week
Open 120-035 120-040 0-005 0.0% 120-195
High 120-070 120-110 0-040 0.1% 120-210
Low 119-315 120-015 0-020 0.1% 119-310
Close 120-030 120-095 0-065 0.2% 120-125
Range 0-075 0-095 0-020 26.7% 0-220
ATR 0-103 0-102 -0-001 -0.6% 0-000
Volume 62,969 55,714 -7,255 -11.5% 8,894,656
Daily Pivots for day following 06-Sep-2018
Classic Woodie Camarilla DeMark
R4 121-038 121-002 120-147
R3 120-263 120-227 120-121
R2 120-168 120-168 120-112
R1 120-132 120-132 120-104 120-150
PP 120-073 120-073 120-073 120-083
S1 120-037 120-037 120-086 120-055
S2 119-298 119-298 120-078
S3 119-203 119-262 120-069
S4 119-108 119-167 120-043
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
5 120-160 119-315 0-165 0.4% 0-090 0.2% 61% False False 380,122
10 120-225 119-310 0-235 0.6% 0-091 0.2% 45% False False 1,240,575
20 120-240 119-160 1-080 1.0% 0-103 0.3% 64% False False 1,383,737
40 120-240 119-025 1-215 1.4% 0-105 0.3% 73% False False 1,307,665
60 120-240 118-295 1-265 1.5% 0-109 0.3% 75% False False 1,303,392
80 121-030 117-300 3-050 2.6% 0-127 0.3% 75% False False 1,314,307
100 121-030 117-300 3-050 2.6% 0-121 0.3% 75% False False 1,053,039
120 121-035 117-300 3-055 2.6% 0-119 0.3% 74% False False 877,585
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-194
2.618 121-039
1.618 120-264
1.000 120-205
0.618 120-169
HIGH 120-110
0.618 120-074
0.500 120-063
0.382 120-051
LOW 120-015
0.618 119-276
1.000 119-240
1.618 119-181
2.618 119-086
4.250 118-251
Fisher Pivots for day following 06-Sep-2018
Pivot 1 day 3 day
R1 120-084 120-085
PP 120-073 120-075
S1 120-063 120-065

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

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