ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 123-315 123-220 -0-095 -0.2% 123-155
High 124-000 123-285 -0-035 -0.1% 124-025
Low 123-170 123-205 0-035 0.1% 123-135
Close 123-220 123-250 0-030 0.1% 124-015
Range 0-150 0-080 -0-070 -46.7% 0-210
ATR 0-120 0-117 -0-003 -2.4% 0-000
Volume 1,062,328 955,926 -106,402 -10.0% 2,568,364
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 124-167 124-128 123-294
R3 124-087 124-048 123-272
R2 124-007 124-007 123-265
R1 123-288 123-288 123-257 123-308
PP 123-247 123-247 123-247 123-256
S1 123-208 123-208 123-243 123-228
S2 123-167 123-167 123-235
S3 123-087 123-128 123-228
S4 123-007 123-048 123-206
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
5 124-025 123-170 0-175 0.4% 0-107 0.3% 46% False False 853,874
10 124-080 123-125 0-275 0.7% 0-105 0.3% 45% False False 860,507
20 124-230 123-125 1-105 1.1% 0-114 0.3% 29% False False 1,019,374
40 125-065 123-125 1-260 1.5% 0-121 0.3% 22% False False 893,594
60 125-145 123-125 2-020 1.7% 0-116 0.3% 19% False False 596,823
80 126-220 123-125 3-095 2.7% 0-105 0.3% 12% False False 447,677
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-305
2.618 124-174
1.618 124-094
1.000 124-045
0.618 124-014
HIGH 123-285
0.618 123-254
0.500 123-245
0.382 123-236
LOW 123-205
0.618 123-156
1.000 123-125
1.618 123-076
2.618 122-316
4.250 122-185
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 123-248 123-258
PP 123-247 123-255
S1 123-245 123-253

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

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