ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 23-Jan-2018
Day Change Summary
Previous Current
22-Jan-2018 23-Jan-2018 Change Change % Previous Week
Open 122-090 122-055 -0-035 -0.1% 122-295
High 122-115 122-165 0-050 0.1% 123-050
Low 122-015 122-040 0-025 0.1% 122-035
Close 122-030 122-135 0-105 0.3% 122-090
Range 0-100 0-125 0-025 25.0% 1-015
ATR 0-119 0-120 0-001 0.9% 0-000
Volume 1,455,296 1,539,444 84,148 5.8% 6,418,778
Daily Pivots for day following 23-Jan-2018
Classic Woodie Camarilla DeMark
R4 123-168 123-117 122-204
R3 123-043 122-312 122-169
R2 122-238 122-238 122-158
R1 122-187 122-187 122-146 122-212
PP 122-113 122-113 122-113 122-126
S1 122-062 122-062 122-124 122-088
S2 121-308 121-308 122-112
S3 121-183 121-257 122-101
S4 121-058 121-132 122-066
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 125-210 125-005 122-274
R3 124-195 123-310 122-182
R2 123-180 123-180 122-151
R1 122-295 122-295 122-121 122-230
PP 122-165 122-165 122-165 122-133
S1 121-280 121-280 122-059 121-215
S2 121-150 121-150 122-029
S3 120-135 120-265 121-318
S4 119-120 119-250 121-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-020 122-015 1-005 0.8% 0-119 0.3% 37% False False 1,602,129
10 123-160 122-015 1-145 1.2% 0-122 0.3% 26% False False 1,657,678
20 124-025 122-015 2-010 1.7% 0-109 0.3% 18% False False 1,248,494
40 125-000 122-015 2-305 2.4% 0-121 0.3% 13% False False 1,343,470
60 125-065 122-015 3-050 2.6% 0-120 0.3% 12% False False 927,801
80 125-145 122-015 3-130 2.8% 0-117 0.3% 11% False False 696,205
100 127-060 122-015 5-045 4.2% 0-099 0.3% 7% False False 556,974
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-056
2.618 123-172
1.618 123-047
1.000 122-290
0.618 122-242
HIGH 122-165
0.618 122-117
0.500 122-102
0.382 122-088
LOW 122-040
0.618 121-283
1.000 121-235
1.618 121-158
2.618 121-033
4.250 120-149
Fisher Pivots for day following 23-Jan-2018
Pivot 1 day 3 day
R1 122-124 122-120
PP 122-113 122-105
S1 122-102 122-090

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

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