ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 124-315 124-245 -0-070 -0.2% 124-250
High 125-030 124-275 -0-075 -0.2% 125-085
Low 124-250 124-120 -0-130 -0.3% 124-120
Close 124-260 124-220 -0-040 -0.1% 124-220
Range 0-100 0-155 0-055 55.0% 0-285
ATR 0-105 0-109 0-004 3.4% 0-000
Volume 996 642 -354 -35.5% 2,690
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-030 125-280 124-305
R3 125-195 125-125 124-263
R2 125-040 125-040 124-248
R1 124-290 124-290 124-234 124-248
PP 124-205 124-205 124-205 124-184
S1 124-135 124-135 124-206 124-092
S2 124-050 124-050 124-192
S3 123-215 123-300 124-177
S4 123-060 123-145 124-135
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 127-143 126-307 125-057
R3 126-178 126-022 124-298
R2 125-213 125-213 124-272
R1 125-057 125-057 124-246 124-312
PP 124-248 124-248 124-248 124-216
S1 124-092 124-092 124-194 124-028
S2 123-283 123-283 124-168
S3 122-318 123-127 124-142
S4 122-033 122-162 124-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-085 124-120 0-285 0.7% 0-123 0.3% 35% False True 538
10 125-260 124-120 1-140 1.2% 0-107 0.3% 22% False True 444
20 126-220 124-120 2-100 1.9% 0-070 0.2% 14% False True 238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 126-294
2.618 126-041
1.618 125-206
1.000 125-110
0.618 125-051
HIGH 124-275
0.618 124-216
0.500 124-198
0.382 124-179
LOW 124-120
0.618 124-024
1.000 123-285
1.618 123-189
2.618 123-034
4.250 122-101
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 124-213 124-262
PP 124-205 124-248
S1 124-198 124-234

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

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