ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 19-Dec-2017
Day Change Summary
Previous Current
18-Dec-2017 19-Dec-2017 Change Change % Previous Week
Open 124-130 124-060 -0-070 -0.2% 124-085
High 124-135 124-080 -0-055 -0.1% 124-210
Low 124-065 123-200 -0-185 -0.5% 123-290
Close 124-075 123-220 -0-175 -0.4% 124-135
Range 0-070 0-200 0-130 185.6% 0-240
ATR 0-130 0-135 0-005 3.9% 0-000
Volume 752,076 1,383,059 630,983 83.9% 5,948,302
Daily Pivots for day following 19-Dec-2017
Classic Woodie Camarilla DeMark
R4 125-233 125-107 124-010
R3 125-033 124-227 123-275
R2 124-153 124-153 123-257
R1 124-027 124-027 123-238 123-310
PP 123-273 123-273 123-273 123-255
S1 123-147 123-147 123-202 123-110
S2 123-073 123-073 123-183
S3 122-193 122-267 123-165
S4 121-313 122-067 123-110
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 126-185 126-080 124-267
R3 125-265 125-160 124-201
R2 125-025 125-025 124-179
R1 124-240 124-240 124-157 124-293
PP 124-105 124-105 124-105 124-131
S1 124-000 124-000 124-113 124-053
S2 123-185 123-185 124-091
S3 122-265 123-080 124-069
S4 122-025 122-160 124-003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-210 123-200 1-010 0.8% 0-149 0.4% 6% False True 1,212,281
10 124-230 123-200 1-030 0.9% 0-132 0.3% 6% False True 1,181,530
20 125-000 123-200 1-120 1.1% 0-137 0.3% 5% False True 1,399,067
40 125-065 123-200 1-185 1.3% 0-128 0.3% 4% False True 714,248
60 125-255 123-200 2-055 1.8% 0-119 0.3% 3% False True 476,529
80 127-060 123-200 3-180 2.9% 0-094 0.2% 2% False True 357,402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-290
2.618 125-284
1.618 125-084
1.000 124-280
0.618 124-204
HIGH 124-080
0.618 124-004
0.500 123-300
0.382 123-276
LOW 123-200
0.618 123-076
1.000 123-000
1.618 122-196
2.618 121-316
4.250 120-310
Fisher Pivots for day following 19-Dec-2017
Pivot 1 day 3 day
R1 123-300 124-028
PP 123-273 123-305
S1 123-247 123-263

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

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