ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 122-315 122-310 -0-005 0.0% 123-315
High 123-030 123-050 0-020 0.1% 124-000
Low 122-225 122-275 0-050 0.1% 123-135
Close 123-000 123-040 0-040 0.1% 123-165
Range 0-125 0-095 -0-030 -24.0% 0-185
ATR 0-119 0-117 -0-002 -1.4% 0-000
Volume 2,134,251 1,690,056 -444,195 -20.8% 4,584,905
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 123-300 123-265 123-092
R3 123-205 123-170 123-066
R2 123-110 123-110 123-057
R1 123-075 123-075 123-049 123-093
PP 123-015 123-015 123-015 123-024
S1 122-300 122-300 123-031 122-318
S2 122-240 122-240 123-023
S3 122-145 122-205 123-014
S4 122-050 122-110 122-308
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 125-122 125-008 123-267
R3 124-257 124-143 123-216
R2 124-072 124-072 123-199
R1 123-278 123-278 123-182 123-242
PP 123-207 123-207 123-207 123-189
S1 123-093 123-093 123-148 123-058
S2 123-022 123-022 123-131
S3 122-157 122-228 123-114
S4 121-292 122-043 123-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-280 122-225 1-055 1.0% 0-117 0.3% 36% False False 1,536,716
10 124-025 122-225 1-120 1.1% 0-108 0.3% 31% False False 1,230,279
20 124-210 122-225 1-305 1.6% 0-115 0.3% 22% False False 1,105,032
40 125-000 122-225 2-095 1.9% 0-122 0.3% 18% False False 1,111,867
60 125-065 122-225 2-160 2.0% 0-120 0.3% 17% False False 743,693
80 125-260 122-225 3-035 2.5% 0-113 0.3% 14% False False 557,892
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 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-134
2.618 123-299
1.618 123-204
1.000 123-145
0.618 123-109
HIGH 123-050
0.618 123-014
0.500 123-003
0.382 122-311
LOW 122-275
0.618 122-216
1.000 122-180
1.618 122-121
2.618 122-026
4.250 121-191
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 123-028 123-037
PP 123-015 123-035
S1 123-003 123-032

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

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