ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 10-Jan-2018
Day Change Summary
Previous Current
09-Jan-2018 10-Jan-2018 Change Change % Previous Week
Open 123-150 122-315 -0-155 -0.4% 123-315
High 123-160 123-030 -0-130 -0.3% 124-000
Low 122-315 122-225 -0-090 -0.2% 123-135
Close 123-015 123-000 -0-015 0.0% 123-165
Range 0-165 0-125 -0-040 -24.2% 0-185
ATR 0-118 0-119 0-000 0.4% 0-000
Volume 1,686,410 2,134,251 447,841 26.6% 4,584,905
Daily Pivots for day following 10-Jan-2018
Classic Woodie Camarilla DeMark
R4 124-033 123-302 123-069
R3 123-228 123-177 123-034
R2 123-103 123-103 123-023
R1 123-052 123-052 123-011 123-078
PP 122-298 122-298 122-298 122-311
S1 122-247 122-247 122-309 122-272
S2 122-173 122-173 122-297
S3 122-048 122-122 122-286
S4 121-243 121-317 122-251
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
5 123-280 122-225 1-055 1.0% 0-121 0.3% 25% False True 1,425,435
10 124-025 122-225 1-120 1.1% 0-114 0.3% 22% False True 1,139,654
20 124-210 122-225 1-305 1.6% 0-116 0.3% 15% False True 1,079,288
40 125-000 122-225 2-095 1.9% 0-122 0.3% 13% False True 1,070,284
60 125-125 122-225 2-220 2.2% 0-120 0.3% 11% False True 715,573
80 125-260 122-225 3-035 2.5% 0-112 0.3% 10% False True 536,767
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-241
2.618 124-037
1.618 123-232
1.000 123-155
0.618 123-107
HIGH 123-030
0.618 122-302
0.500 122-288
0.382 122-273
LOW 122-225
0.618 122-148
1.000 122-100
1.618 122-023
2.618 121-218
4.250 121-014
Fisher Pivots for day following 10-Jan-2018
Pivot 1 day 3 day
R1 122-309 123-052
PP 122-298 123-035
S1 122-288 123-017

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

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