ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 08-Jan-2018
Day Change Summary
Previous Current
05-Jan-2018 08-Jan-2018 Change Change % Previous Week
Open 123-215 123-155 -0-060 -0.2% 123-315
High 123-280 123-200 -0-080 -0.2% 124-000
Low 123-150 123-130 -0-020 -0.1% 123-135
Close 123-165 123-155 -0-010 0.0% 123-165
Range 0-130 0-070 -0-060 -46.2% 0-185
ATR 0-118 0-115 -0-003 -2.9% 0-000
Volume 1,433,004 739,863 -693,141 -48.4% 4,584,905
Daily Pivots for day following 08-Jan-2018
Classic Woodie Camarilla DeMark
R4 124-052 124-013 123-193
R3 123-302 123-263 123-174
R2 123-232 123-232 123-168
R1 123-193 123-193 123-161 123-190
PP 123-162 123-162 123-162 123-160
S1 123-123 123-123 123-149 123-120
S2 123-092 123-092 123-142
S3 123-022 123-053 123-136
S4 122-272 122-303 123-117
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 125-122 125-008 123-267
R3 124-257 124-143 123-216
R2 124-072 124-072 123-199
R1 123-278 123-278 123-182 123-242
PP 123-207 123-207 123-207 123-189
S1 123-093 123-093 123-148 123-058
S2 123-022 123-022 123-131
S3 122-157 122-228 123-114
S4 121-292 122-043 123-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-000 123-130 0-190 0.5% 0-109 0.3% 13% False True 1,064,953
10 124-025 123-130 0-215 0.5% 0-096 0.2% 12% False True 839,311
20 124-210 123-125 1-085 1.0% 0-112 0.3% 7% False False 988,507
40 125-010 123-125 1-205 1.3% 0-121 0.3% 6% False False 975,577
60 125-145 123-125 2-020 1.7% 0-119 0.3% 5% False False 651,927
80 126-030 123-125 2-225 2.2% 0-109 0.3% 3% False False 489,008
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-177
2.618 124-063
1.618 123-313
1.000 123-270
0.618 123-243
HIGH 123-200
0.618 123-173
0.500 123-165
0.382 123-157
LOW 123-130
0.618 123-087
1.000 123-060
1.618 123-017
2.618 122-267
4.250 122-153
Fisher Pivots for day following 08-Jan-2018
Pivot 1 day 3 day
R1 123-165 123-205
PP 123-162 123-188
S1 123-158 123-172

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

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