ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 08-Nov-2017
Day Change Summary
Previous Current
07-Nov-2017 08-Nov-2017 Change Change % Previous Week
Open 125-015 125-055 0-040 0.1% 124-130
High 125-055 125-065 0-010 0.0% 125-020
Low 124-295 124-280 -0-015 0.0% 124-125
Close 125-045 124-310 -0-055 -0.1% 124-270
Range 0-080 0-105 0-025 31.2% 0-215
ATR 0-115 0-114 -0-001 -0.6% 0-000
Volume 9,832 8,547 -1,285 -13.1% 36,595
Daily Pivots for day following 08-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-000 125-260 125-048
R3 125-215 125-155 125-019
R2 125-110 125-110 125-009
R1 125-050 125-050 125-000 125-028
PP 125-005 125-005 125-005 124-314
S1 124-265 124-265 124-300 124-243
S2 124-220 124-220 124-291
S3 124-115 124-160 124-281
S4 124-010 124-055 124-252
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 126-250 126-155 125-068
R3 126-035 125-260 125-009
R2 125-140 125-140 124-309
R1 125-045 125-045 124-290 125-093
PP 124-245 124-245 124-245 124-269
S1 124-150 124-150 124-250 124-198
S2 124-030 124-030 124-231
S3 123-135 123-255 124-211
S4 122-240 123-040 124-152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-065 124-190 0-195 0.5% 0-099 0.2% 62% True False 8,111
10 125-065 123-270 1-115 1.1% 0-111 0.3% 83% True False 6,821
20 125-145 123-270 1-195 1.3% 0-113 0.3% 70% False False 4,628
40 126-030 123-270 2-080 1.8% 0-096 0.2% 50% False False 2,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-191
2.618 126-020
1.618 125-235
1.000 125-170
0.618 125-130
HIGH 125-065
0.618 125-025
0.500 125-012
0.382 125-000
LOW 124-280
0.618 124-215
1.000 124-175
1.618 124-110
2.618 124-005
4.250 123-154
Fisher Pivots for day following 08-Nov-2017
Pivot 1 day 3 day
R1 125-012 125-005
PP 125-005 125-000
S1 124-318 124-315

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

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