ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 125-035 124-315 -0-040 -0.1% 125-220
High 125-085 125-030 -0-055 -0.1% 125-260
Low 124-280 124-250 -0-030 -0.1% 124-245
Close 125-000 124-260 -0-060 -0.2% 124-315
Range 0-125 0-100 -0-025 -20.0% 1-015
ATR 0-105 0-105 0-000 -0.4% 0-000
Volume 77 996 919 1,193.5% 1,750
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 125-267 125-203 124-315
R3 125-167 125-103 124-288
R2 125-067 125-067 124-278
R1 125-003 125-003 124-269 124-305
PP 124-287 124-287 124-287 124-278
S1 124-223 124-223 124-251 124-205
S2 124-187 124-187 124-242
S3 124-087 124-123 124-232
S4 123-307 124-023 124-205
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 128-105 127-225 125-179
R3 127-090 126-210 125-087
R2 126-075 126-075 125-056
R1 125-195 125-195 125-026 125-128
PP 125-060 125-060 125-060 125-026
S1 124-180 124-180 124-284 124-112
S2 124-045 124-045 124-254
S3 123-030 123-165 124-223
S4 122-015 122-150 124-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-095 124-205 0-210 0.5% 0-118 0.3% 26% False False 506
10 125-260 124-205 1-055 0.9% 0-098 0.2% 15% False False 383
20 127-060 124-205 2-175 2.0% 0-063 0.2% 7% False False 206
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 0-032
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-135
2.618 125-292
1.618 125-192
1.000 125-130
0.618 125-092
HIGH 125-030
0.618 124-312
0.500 124-300
0.382 124-288
LOW 124-250
0.618 124-188
1.000 124-150
1.618 124-088
2.618 123-308
4.250 123-145
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 124-300 125-000
PP 124-287 124-300
S1 124-273 124-280

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

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