ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 21-Dec-2017
Day Change Summary
Previous Current
20-Dec-2017 21-Dec-2017 Change Change % Previous Week
Open 123-230 123-145 -0-085 -0.2% 124-085
High 123-265 123-200 -0-065 -0.2% 124-210
Low 123-135 123-125 -0-010 0.0% 123-290
Close 123-145 123-165 0-020 0.1% 124-135
Range 0-130 0-075 -0-055 -42.3% 0-240
ATR 0-134 0-130 -0-004 -3.2% 0-000
Volume 1,289,547 845,872 -443,675 -34.4% 5,948,302
Daily Pivots for day following 21-Dec-2017
Classic Woodie Camarilla DeMark
R4 124-068 124-032 123-206
R3 123-313 123-277 123-186
R2 123-238 123-238 123-179
R1 123-202 123-202 123-172 123-220
PP 123-163 123-163 123-163 123-172
S1 123-127 123-127 123-158 123-145
S2 123-088 123-088 123-151
S3 123-013 123-052 123-144
S4 122-258 122-297 123-124
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
5 124-175 123-125 1-050 0.9% 0-116 0.3% 11% False True 1,048,149
10 124-210 123-125 1-085 1.0% 0-127 0.3% 10% False True 1,137,703
20 125-000 123-125 1-195 1.3% 0-133 0.3% 8% False True 1,438,446
40 125-065 123-125 1-260 1.5% 0-125 0.3% 7% False True 767,455
60 125-145 123-125 2-020 1.7% 0-120 0.3% 6% False True 512,109
80 127-060 123-125 3-255 3.1% 0-097 0.2% 3% False True 384,094
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-199
2.618 124-076
1.618 124-001
1.000 123-275
0.618 123-246
HIGH 123-200
0.618 123-171
0.500 123-162
0.382 123-154
LOW 123-125
0.618 123-079
1.000 123-050
1.618 123-004
2.618 122-249
4.250 122-126
Fisher Pivots for day following 21-Dec-2017
Pivot 1 day 3 day
R1 123-164 123-262
PP 123-163 123-230
S1 123-162 123-197

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

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