ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 22-Sep-2017
Day Change Summary
Previous Current
21-Sep-2017 22-Sep-2017 Change Change % Previous Week
Open 125-120 125-195 0-075 0.2% 125-220
High 125-170 125-195 0-025 0.1% 125-245
Low 125-085 125-135 0-050 0.1% 125-075
Close 125-095 125-135 0-040 0.1% 125-135
Range 0-085 0-060 -0-025 -29.4% 0-170
ATR 0-083 0-085 0-001 1.4% 0-000
Volume 136 32 -104 -76.5% 328
Daily Pivots for day following 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 126-015 125-295 125-168
R3 125-275 125-235 125-152
R2 125-215 125-215 125-146
R1 125-175 125-175 125-141 125-165
PP 125-155 125-155 125-155 125-150
S1 125-115 125-115 125-130 125-105
S2 125-095 125-095 125-124
S3 125-035 125-055 125-119
S4 124-295 124-315 125-102
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 127-022 126-248 125-228
R3 126-172 126-078 125-182
R2 126-002 126-002 125-166
R1 125-228 125-228 125-151 125-190
PP 125-152 125-152 125-152 125-133
S1 125-058 125-058 125-119 125-020
S2 124-302 124-302 125-104
S3 124-132 124-208 125-088
S4 123-282 124-038 125-042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-245 125-075 0-170 0.4% 0-067 0.2% 35% False False 65
10 126-220 125-075 1-145 1.2% 0-034 0.1% 13% False False 32
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 0-005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-130
2.618 126-032
1.618 125-292
1.000 125-255
0.618 125-232
HIGH 125-195
0.618 125-172
0.500 125-165
0.382 125-158
LOW 125-135
0.618 125-098
1.000 125-075
1.618 125-038
2.618 124-298
4.250 124-200
Fisher Pivots for day following 22-Sep-2017
Pivot 1 day 3 day
R1 125-165 125-158
PP 125-155 125-150
S1 125-145 125-143

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

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