ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 119-195 119-220 0-025 0.1% 120-060
High 119-235 119-225 -0-010 0.0% 120-095
Low 119-185 119-090 -0-095 -0.2% 119-190
Close 119-210 119-105 -0-105 -0.3% 119-205
Range 0-050 0-135 0-085 169.9% 0-225
ATR 0-104 0-106 0-002 2.1% 0-000
Volume 856,145 1,388,452 532,307 62.2% 6,149,699
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 120-225 120-140 119-179
R3 120-090 120-005 119-142
R2 119-275 119-275 119-130
R1 119-190 119-190 119-117 119-165
PP 119-140 119-140 119-140 119-128
S1 119-055 119-055 119-093 119-030
S2 119-005 119-005 119-080
S3 118-190 118-240 119-068
S4 118-055 118-105 119-031
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 121-305 121-160 120-009
R3 121-080 120-255 119-267
R2 120-175 120-175 119-246
R1 120-030 120-030 119-226 119-310
PP 119-270 119-270 119-270 119-250
S1 119-125 119-125 119-184 119-085
S2 119-045 119-045 119-164
S3 118-140 118-220 119-143
S4 117-235 117-315 119-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-075 119-090 0-305 0.8% 0-114 0.3% 5% False True 1,390,403
10 120-125 119-090 1-035 0.9% 0-107 0.3% 4% False True 1,563,503
20 120-200 119-090 1-110 1.1% 0-102 0.3% 3% False True 914,049
40 120-200 118-275 1-245 1.5% 0-105 0.3% 27% False False 459,535
60 120-200 118-275 1-245 1.5% 0-092 0.2% 27% False False 306,396
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-159
2.618 120-258
1.618 120-123
1.000 120-040
0.618 119-308
HIGH 119-225
0.618 119-173
0.500 119-158
0.382 119-142
LOW 119-090
0.618 119-007
1.000 118-275
1.618 118-192
2.618 118-057
4.250 117-156
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 119-158 119-243
PP 119-140 119-197
S1 119-122 119-151

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

View Archives - Comment on this page... - Back to Index of Symbols