ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 26-Mar-2018
Day Change Summary
Previous Current
23-Mar-2018 26-Mar-2018 Change Change % Previous Week
Open 120-175 120-205 0-030 0.1% 120-105
High 120-280 120-235 -0-045 -0.1% 120-280
Low 120-135 120-110 -0-025 -0.1% 119-220
Close 120-195 120-150 -0-045 -0.1% 120-195
Range 0-145 0-125 -0-020 -13.8% 1-060
ATR 0-162 0-160 -0-003 -1.6% 0-000
Volume 1,801,888 1,302,107 -499,781 -27.7% 8,204,361
Daily Pivots for day following 26-Mar-2018
Classic Woodie Camarilla DeMark
R4 121-220 121-150 120-219
R3 121-095 121-025 120-184
R2 120-290 120-290 120-173
R1 120-220 120-220 120-161 120-193
PP 120-165 120-165 120-165 120-151
S1 120-095 120-095 120-139 120-068
S2 120-040 120-040 120-127
S3 119-235 119-290 120-116
S4 119-110 119-165 120-081
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 123-305 123-150 121-084
R3 122-245 122-090 120-300
R2 121-185 121-185 120-265
R1 121-030 121-030 120-230 121-108
PP 120-125 120-125 120-125 120-164
S1 119-290 119-290 120-160 120-048
S2 119-065 119-065 120-125
S3 118-005 118-230 120-091
S4 116-265 117-170 119-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-280 119-220 1-060 1.0% 0-160 0.4% 66% False False 1,625,828
10 120-280 119-220 1-060 1.0% 0-144 0.4% 66% False False 1,519,402
20 120-280 119-215 1-065 1.0% 0-154 0.4% 66% False False 1,582,719
40 122-020 119-140 2-200 2.2% 0-180 0.5% 39% False False 950,276
60 123-240 119-140 4-100 3.6% 0-157 0.4% 24% False False 635,043
80 124-110 119-140 4-290 4.1% 0-123 0.3% 21% False False 476,298
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-041
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-126
2.618 121-242
1.618 121-117
1.000 121-040
0.618 120-312
HIGH 120-235
0.618 120-187
0.500 120-173
0.382 120-158
LOW 120-110
0.618 120-033
1.000 119-305
1.618 119-228
2.618 119-103
4.250 118-219
Fisher Pivots for day following 26-Mar-2018
Pivot 1 day 3 day
R1 120-173 120-155
PP 120-165 120-153
S1 120-158 120-152

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

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