ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 120-060 119-305 -0-075 -0.2% 120-160
High 120-095 120-025 -0-070 -0.2% 120-175
Low 119-285 119-265 -0-020 -0.1% 119-275
Close 119-295 119-305 0-010 0.0% 120-085
Range 0-130 0-080 -0-050 -38.5% 0-220
ATR 0-102 0-101 -0-002 -1.6% 0-000
Volume 1,442,281 1,244,147 -198,134 -13.7% 8,115,084
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 120-225 120-185 120-029
R3 120-145 120-105 120-007
R2 120-065 120-065 120-000
R1 120-025 120-025 119-312 120-025
PP 119-305 119-305 119-305 119-305
S1 119-265 119-265 119-298 119-265
S2 119-225 119-225 119-290
S3 119-145 119-185 119-283
S4 119-065 119-105 119-261
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
5 120-125 119-265 0-180 0.5% 0-094 0.2% 22% False True 1,522,158
10 120-200 119-265 0-255 0.7% 0-092 0.2% 16% False True 1,221,044
20 120-200 119-065 1-135 1.2% 0-101 0.3% 53% False False 631,640
40 120-200 118-275 1-245 1.5% 0-099 0.3% 62% False False 316,844
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-045
2.618 120-234
1.618 120-154
1.000 120-105
0.618 120-074
HIGH 120-025
0.618 119-314
0.500 119-305
0.382 119-296
LOW 119-265
0.618 119-216
1.000 119-185
1.618 119-136
2.618 119-056
4.250 118-245
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 119-305 120-035
PP 119-305 120-018
S1 119-305 120-002

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

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