ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 13-Oct-2017
Day Change Summary
Previous Current
12-Oct-2017 13-Oct-2017 Change Change % Previous Week
Open 125-000 125-025 0-025 0.1% 124-240
High 125-035 125-145 0-110 0.3% 125-145
Low 124-275 125-000 0-045 0.1% 124-240
Close 125-020 125-120 0-100 0.2% 125-120
Range 0-080 0-145 0-065 81.2% 0-225
ATR 0-099 0-103 0-003 3.3% 0-000
Volume 135 1,774 1,639 1,214.1% 2,174
Daily Pivots for day following 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 126-203 126-147 125-200
R3 126-058 126-002 125-160
R2 125-233 125-233 125-147
R1 125-177 125-177 125-133 125-205
PP 125-088 125-088 125-088 125-102
S1 125-032 125-032 125-107 125-060
S2 124-263 124-263 125-093
S3 124-118 124-207 125-080
S4 123-293 124-062 125-040
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 127-097 127-013 125-244
R3 126-192 126-108 125-182
R2 125-287 125-287 125-161
R1 125-203 125-203 125-141 125-245
PP 125-062 125-062 125-062 125-082
S1 124-298 124-298 125-099 125-020
S2 124-157 124-157 125-079
S3 123-252 124-073 125-058
S4 123-027 123-168 124-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-145 124-240 0-225 0.6% 0-076 0.2% 89% True False 434
10 125-145 124-120 1-025 0.9% 0-099 0.2% 93% True False 486
20 125-260 124-120 1-140 1.1% 0-089 0.2% 70% False False 347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-121
2.618 126-205
1.618 126-060
1.000 125-290
0.618 125-235
HIGH 125-145
0.618 125-090
0.500 125-072
0.382 125-055
LOW 125-000
0.618 124-230
1.000 124-175
1.618 124-085
2.618 123-260
4.250 123-024
Fisher Pivots for day following 13-Oct-2017
Pivot 1 day 3 day
R1 125-104 125-091
PP 125-088 125-062
S1 125-072 125-032

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

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