ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 22-Dec-2017
Day Change Summary
Previous Current
21-Dec-2017 22-Dec-2017 Change Change % Previous Week
Open 123-145 123-150 0-005 0.0% 124-130
High 123-200 123-175 -0-025 -0.1% 124-135
Low 123-125 123-140 0-015 0.0% 123-125
Close 123-165 123-150 -0-015 0.0% 123-150
Range 0-075 0-035 -0-040 -53.3% 1-010
ATR 0-130 0-123 -0-007 -5.2% 0-000
Volume 845,872 499,979 -345,893 -40.9% 4,770,533
Daily Pivots for day following 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 123-260 123-240 123-169
R3 123-225 123-205 123-160
R2 123-190 123-190 123-156
R1 123-170 123-170 123-153 123-168
PP 123-155 123-155 123-155 123-154
S1 123-135 123-135 123-147 123-133
S2 123-120 123-120 123-144
S3 123-085 123-100 123-140
S4 123-050 123-065 123-131
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 126-273 126-062 124-012
R3 125-263 125-052 123-241
R2 124-253 124-253 123-211
R1 124-042 124-042 123-180 123-303
PP 123-243 123-243 123-243 123-214
S1 123-032 123-032 123-120 122-292
S2 122-233 122-233 123-090
S3 121-223 122-022 123-059
S4 120-213 121-012 122-289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-135 123-125 1-010 0.8% 0-102 0.3% 8% False False 954,106
10 124-210 123-125 1-085 1.0% 0-120 0.3% 6% False False 1,071,883
20 125-000 123-125 1-195 1.3% 0-131 0.3% 5% False False 1,446,841
40 125-065 123-125 1-260 1.5% 0-123 0.3% 4% False False 779,935
60 125-145 123-125 2-020 1.7% 0-118 0.3% 4% False False 520,432
80 127-060 123-125 3-255 3.1% 0-097 0.2% 2% False False 390,344
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 124-004
2.618 123-267
1.618 123-232
1.000 123-210
0.618 123-197
HIGH 123-175
0.618 123-162
0.500 123-158
0.382 123-153
LOW 123-140
0.618 123-118
1.000 123-105
1.618 123-083
2.618 123-048
4.250 122-311
Fisher Pivots for day following 22-Dec-2017
Pivot 1 day 3 day
R1 123-158 123-195
PP 123-155 123-180
S1 123-153 123-165

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

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