ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 02-Jan-2018
Day Change Summary
Previous Current
29-Dec-2017 02-Jan-2018 Change Change % Previous Week
Open 123-265 123-315 0-050 0.1% 123-155
High 124-025 124-000 -0-025 -0.1% 124-025
Low 123-260 123-170 -0-090 -0.2% 123-135
Close 124-015 123-220 -0-115 -0.3% 124-015
Range 0-085 0-150 0-065 76.5% 0-210
ATR 0-117 0-120 0-003 3.0% 0-000
Volume 699,637 1,062,328 362,691 51.8% 2,568,364
Daily Pivots for day following 02-Jan-2018
Classic Woodie Camarilla DeMark
R4 125-047 124-283 123-302
R3 124-217 124-133 123-261
R2 124-067 124-067 123-247
R1 123-303 123-303 123-234 123-270
PP 123-237 123-237 123-237 123-220
S1 123-153 123-153 123-206 123-120
S2 123-087 123-087 123-193
S3 122-257 123-003 123-179
S4 122-107 122-173 123-138
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 125-262 125-188 124-130
R3 125-052 124-298 124-073
R2 124-162 124-162 124-054
R1 124-088 124-088 124-034 124-125
PP 123-272 123-272 123-272 123-290
S1 123-198 123-198 123-316 123-235
S2 123-062 123-062 123-297
S3 122-172 122-308 123-277
S4 121-282 122-098 123-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-025 123-135 0-210 0.5% 0-107 0.3% 40% False False 726,138
10 124-135 123-125 1-010 0.8% 0-104 0.3% 29% False False 840,122
20 124-230 123-125 1-105 1.1% 0-116 0.3% 22% False False 1,041,904
40 125-065 123-125 1-260 1.5% 0-121 0.3% 16% False False 869,903
60 125-145 123-125 2-020 1.7% 0-117 0.3% 14% False False 580,902
80 127-060 123-125 3-255 3.1% 0-104 0.3% 8% False False 435,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-317
2.618 125-073
1.618 124-243
1.000 124-150
0.618 124-093
HIGH 124-000
0.618 123-263
0.500 123-245
0.382 123-227
LOW 123-170
0.618 123-077
1.000 123-020
1.618 122-247
2.618 122-097
4.250 121-173
Fisher Pivots for day following 02-Jan-2018
Pivot 1 day 3 day
R1 123-245 123-258
PP 123-237 123-245
S1 123-228 123-233

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

View Archives - Comment on this page... - Back to Index of Symbols