ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 28-Sep-2017
Day Change Summary
Previous Current
27-Sep-2017 28-Sep-2017 Change Change % Previous Week
Open 125-055 125-020 -0-035 -0.1% 125-220
High 125-070 125-075 0-005 0.0% 125-245
Low 125-010 124-245 -0-085 -0.2% 125-075
Close 125-035 125-075 0-040 0.1% 125-135
Range 0-060 0-150 0-090 150.0% 0-170
ATR 0-096 0-100 0-004 4.0% 0-000
Volume 532 547 15 2.8% 328
Daily Pivots for day following 28-Sep-2017
Classic Woodie Camarilla DeMark
R4 126-155 126-105 125-158
R3 126-005 125-275 125-116
R2 125-175 125-175 125-103
R1 125-125 125-125 125-089 125-150
PP 125-025 125-025 125-025 125-038
S1 124-295 124-295 125-061 125-000
S2 124-195 124-195 125-048
S3 124-045 124-145 125-034
S4 123-215 123-315 124-312
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
5 125-260 124-245 1-015 0.8% 0-077 0.2% 45% False True 259
10 126-000 124-245 1-075 1.0% 0-066 0.2% 38% False True 159
20 127-060 124-245 2-135 1.9% 0-034 0.1% 19% False True 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-073
2.618 126-148
1.618 125-318
1.000 125-225
0.618 125-168
HIGH 125-075
0.618 125-018
0.500 125-000
0.382 124-302
LOW 124-245
0.618 124-152
1.000 124-095
1.618 124-002
2.618 123-172
4.250 122-247
Fisher Pivots for day following 28-Sep-2017
Pivot 1 day 3 day
R1 125-050 125-090
PP 125-025 125-085
S1 125-000 125-080

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

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