ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 16-Jan-2018
Day Change Summary
Previous Current
12-Jan-2018 16-Jan-2018 Change Change % Previous Week
Open 122-315 122-295 -0-020 -0.1% 123-155
High 123-020 123-050 0-030 0.1% 123-200
Low 122-200 122-270 0-070 0.2% 122-200
Close 122-300 122-315 0-015 0.0% 122-300
Range 0-140 0-100 -0-040 -28.6% 1-000
ATR 0-120 0-119 -0-001 -1.2% 0-000
Volume 1,652,546 1,402,869 -249,677 -15.1% 7,903,126
Daily Pivots for day following 16-Jan-2018
Classic Woodie Camarilla DeMark
R4 123-298 123-247 123-050
R3 123-198 123-147 123-023
R2 123-098 123-098 123-013
R1 123-047 123-047 123-004 123-073
PP 122-318 122-318 122-318 123-011
S1 122-267 122-267 122-306 122-293
S2 122-218 122-218 122-297
S3 122-118 122-167 122-288
S4 122-018 122-067 122-260
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 126-020 125-160 123-156
R3 125-020 124-160 123-068
R2 124-020 124-020 123-039
R1 123-160 123-160 123-009 123-090
PP 123-020 123-020 123-020 122-305
S1 122-160 122-160 122-271 122-090
S2 122-020 122-020 122-241
S3 121-020 121-160 122-212
S4 120-020 120-160 122-124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-160 122-200 0-280 0.7% 0-125 0.3% 41% False False 1,713,226
10 124-000 122-200 1-120 1.1% 0-117 0.3% 26% False False 1,389,090
20 124-175 122-200 1-295 1.6% 0-108 0.3% 19% False False 1,109,999
40 125-000 122-200 2-120 1.9% 0-122 0.3% 15% False False 1,185,394
60 125-065 122-200 2-185 2.1% 0-122 0.3% 14% False False 794,521
80 125-260 122-200 3-060 2.6% 0-114 0.3% 11% False False 596,083
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-155
2.618 123-312
1.618 123-212
1.000 123-150
0.618 123-112
HIGH 123-050
0.618 123-012
0.500 123-000
0.382 122-308
LOW 122-270
0.618 122-208
1.000 122-170
1.618 122-108
2.618 122-008
4.250 121-165
Fisher Pivots for day following 16-Jan-2018
Pivot 1 day 3 day
R1 123-000 122-305
PP 122-318 122-295
S1 122-317 122-285

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

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