ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 119-070 119-030 -0-040 -0.1% 119-250
High 119-120 119-095 -0-025 -0.1% 119-295
Low 119-030 119-020 -0-010 0.0% 119-020
Close 119-045 119-075 0-030 0.1% 119-075
Range 0-090 0-075 -0-015 -16.6% 0-275
ATR 0-097 0-096 -0-002 -1.6% 0-000
Volume 3,183 4,659 1,476 46.4% 13,066
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 119-288 119-257 119-116
R3 119-213 119-182 119-096
R2 119-138 119-138 119-089
R1 119-107 119-107 119-082 119-123
PP 119-063 119-063 119-063 119-071
S1 119-032 119-032 119-068 119-048
S2 118-308 118-308 119-061
S3 118-233 118-277 119-054
S4 118-158 118-202 119-034
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 121-315 121-150 119-226
R3 121-040 120-195 119-151
R2 120-085 120-085 119-125
R1 119-240 119-240 119-100 119-185
PP 119-130 119-130 119-130 119-103
S1 118-285 118-285 119-050 118-230
S2 118-175 118-175 119-025
S3 117-220 118-010 118-319
S4 116-265 117-055 118-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-295 119-020 0-275 0.7% 0-110 0.3% 20% False True 2,613
10 120-075 119-020 1-055 1.0% 0-101 0.3% 15% False True 1,422
20 120-105 119-020 1-085 1.1% 0-092 0.2% 14% False True 798
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-094
2.618 119-291
1.618 119-216
1.000 119-170
0.618 119-141
HIGH 119-095
0.618 119-066
0.500 119-058
0.382 119-049
LOW 119-020
0.618 118-294
1.000 118-265
1.618 118-219
2.618 118-144
4.250 118-021
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 119-069 119-090
PP 119-063 119-085
S1 119-058 119-080

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

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