ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 120-080 119-250 -0-150 -0.4% 119-165
High 120-080 119-270 -0-130 -0.3% 121-030
Low 119-190 119-135 -0-055 -0.1% 119-110
Close 119-270 119-160 -0-110 -0.3% 119-270
Range 0-210 0-135 -0-075 -35.7% 1-240
ATR 0-177 0-174 -0-003 -1.7% 0-000
Volume 2,163,284 1,346,499 -816,785 -37.8% 10,449,803
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 120-273 120-192 119-234
R3 120-138 120-057 119-197
R2 120-003 120-003 119-185
R1 119-242 119-242 119-172 119-215
PP 119-188 119-188 119-188 119-175
S1 119-107 119-107 119-148 119-080
S2 119-053 119-053 119-135
S3 118-238 118-292 119-123
S4 118-103 118-157 119-086
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 125-110 124-110 120-258
R3 123-190 122-190 120-104
R2 121-270 121-270 120-053
R1 120-270 120-270 120-001 121-110
PP 120-030 120-030 120-030 120-110
S1 119-030 119-030 119-219 119-190
S2 118-110 118-110 119-167
S3 116-190 117-110 119-116
S4 114-270 115-190 118-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-030 119-110 1-240 1.5% 0-284 0.7% 9% False False 2,359,260
10 121-030 118-090 2-260 2.4% 0-212 0.6% 43% False False 1,665,105
20 121-030 117-300 3-050 2.6% 0-164 0.4% 50% False False 857,997
40 121-030 117-300 3-050 2.6% 0-133 0.3% 50% False False 431,150
60 121-035 117-300 3-055 2.7% 0-114 0.3% 49% False False 287,485
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-036
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-204
2.618 120-303
1.618 120-168
1.000 120-085
0.618 120-033
HIGH 119-270
0.618 119-218
0.500 119-203
0.382 119-187
LOW 119-135
0.618 119-052
1.000 119-000
1.618 118-237
2.618 118-102
4.250 117-201
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 119-203 119-303
PP 119-188 119-255
S1 119-174 119-208

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

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