ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 15-Aug-2018
Day Change Summary
Previous Current
14-Aug-2018 15-Aug-2018 Change Change % Previous Week
Open 120-010 119-285 -0-045 -0.1% 119-115
High 120-020 120-130 0-110 0.3% 120-080
Low 119-275 119-285 0-010 0.0% 119-065
Close 119-305 120-095 0-110 0.3% 120-075
Range 0-065 0-165 0-100 153.9% 1-015
ATR 0-104 0-109 0-004 4.2% 0-000
Volume 3,941 35,009 31,068 788.3% 45,281
Daily Pivots for day following 15-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-238 121-172 120-186
R3 121-073 121-007 120-140
R2 120-228 120-228 120-125
R1 120-162 120-162 120-110 120-195
PP 120-063 120-063 120-063 120-080
S1 119-317 119-317 120-080 120-030
S2 119-218 119-218 120-065
S3 119-053 119-152 120-050
S4 118-208 118-307 120-004
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 123-012 122-218 120-259
R3 121-317 121-203 120-167
R2 120-302 120-302 120-136
R1 120-188 120-188 120-106 120-245
PP 119-287 119-287 119-287 119-315
S1 119-173 119-173 120-044 119-230
S2 118-272 118-272 120-014
S3 117-257 118-158 119-303
S4 116-242 117-143 119-211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-130 119-105 1-025 0.9% 0-129 0.3% 90% True False 18,551
10 120-130 118-290 1-160 1.2% 0-112 0.3% 93% True False 11,795
20 120-130 118-275 1-175 1.3% 0-113 0.3% 93% True False 6,957
40 120-130 118-275 1-175 1.3% 0-091 0.2% 93% True False 3,542
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 0-013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-191
2.618 121-242
1.618 121-077
1.000 120-295
0.618 120-232
HIGH 120-130
0.618 120-067
0.500 120-048
0.382 120-028
LOW 119-285
0.618 119-183
1.000 119-120
1.618 119-018
2.618 118-173
4.250 117-224
Fisher Pivots for day following 15-Aug-2018
Pivot 1 day 3 day
R1 120-079 120-078
PP 120-063 120-060
S1 120-048 120-043

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

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