ECBOT 10 Year T-Note Future December 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 120-065 120-060 -0-005 0.0% 120-160
High 120-125 120-095 -0-030 -0.1% 120-175
Low 120-045 119-285 -0-080 -0.2% 119-275
Close 120-085 119-295 -0-110 -0.3% 120-085
Range 0-080 0-130 0-050 62.5% 0-220
ATR 0-100 0-102 0-002 2.1% 0-000
Volume 1,816,574 1,442,281 -374,293 -20.6% 8,115,084
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 121-082 120-318 120-047
R3 120-272 120-188 120-011
R2 120-142 120-142 119-319
R1 120-058 120-058 119-307 120-035
PP 120-012 120-012 120-012 120-000
S1 119-248 119-248 119-283 119-225
S2 119-202 119-202 119-271
S3 119-072 119-118 119-259
S4 118-262 118-308 119-223
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 122-092 121-308 120-206
R3 121-192 121-088 120-145
R2 120-292 120-292 120-125
R1 120-188 120-188 120-105 120-130
PP 120-072 120-072 120-072 120-043
S1 119-288 119-288 120-065 119-230
S2 119-172 119-172 120-045
S3 118-272 119-068 120-024
S4 118-052 118-168 119-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-125 119-275 0-170 0.4% 0-100 0.3% 12% False False 1,736,603
10 120-200 119-275 0-245 0.6% 0-093 0.2% 8% False False 1,112,618
20 120-200 119-065 1-135 1.2% 0-103 0.3% 51% False False 569,592
40 120-200 118-275 1-245 1.5% 0-099 0.3% 60% False False 285,742
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 0-020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 122-008
2.618 121-115
1.618 120-305
1.000 120-225
0.618 120-175
HIGH 120-095
0.618 120-045
0.500 120-030
0.382 120-015
LOW 119-285
0.618 119-205
1.000 119-155
1.618 119-075
2.618 118-265
4.250 118-052
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 120-030 120-045
PP 120-012 120-022
S1 119-313 119-318

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

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