ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 119-260 119-165 -0-095 -0.2% 120-105
High 119-265 119-215 -0-050 -0.1% 120-135
Low 119-145 119-160 0-015 0.0% 119-240
Close 119-160 119-195 0-035 0.1% 119-255
Range 0-120 0-055 -0-065 -54.2% 0-215
ATR 0-106 0-102 -0-004 -3.4% 0-000
Volume 16,762 21,477 4,715 28.1% 278,820
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 120-035 120-010 119-225
R3 119-300 119-275 119-210
R2 119-245 119-245 119-205
R1 119-220 119-220 119-200 119-233
PP 119-190 119-190 119-190 119-196
S1 119-165 119-165 119-190 119-178
S2 119-135 119-135 119-185
S3 119-080 119-110 119-180
S4 119-025 119-055 119-165
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 122-002 121-183 120-053
R3 121-107 120-288 119-314
R2 120-212 120-212 119-294
R1 120-073 120-073 119-275 120-035
PP 119-317 119-317 119-317 119-298
S1 119-178 119-178 119-235 119-140
S2 119-102 119-102 119-216
S3 118-207 118-283 119-196
S4 117-312 118-068 119-137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-110 119-145 0-285 0.7% 0-102 0.3% 18% False False 29,651
10 120-160 119-145 1-015 0.9% 0-095 0.2% 15% False False 437,314
20 120-240 119-145 1-095 1.1% 0-099 0.3% 12% False False 1,046,242
40 120-240 119-025 1-215 1.4% 0-107 0.3% 32% False False 1,221,999
60 120-240 119-025 1-215 1.4% 0-108 0.3% 32% False False 1,210,615
80 121-030 118-090 2-260 2.4% 0-125 0.3% 47% False False 1,310,058
100 121-030 117-300 3-050 2.6% 0-121 0.3% 53% False False 1,053,819
120 121-035 117-300 3-055 2.7% 0-120 0.3% 53% False False 878,350
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-129
2.618 120-039
1.618 119-304
1.000 119-270
0.618 119-249
HIGH 119-215
0.618 119-194
0.500 119-188
0.382 119-181
LOW 119-160
0.618 119-126
1.000 119-105
1.618 119-071
2.618 119-016
4.250 118-246
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 119-193 119-215
PP 119-190 119-208
S1 119-188 119-202

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

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