ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 122-080 122-140 0-060 0.2% 122-090
High 122-150 122-145 -0-005 0.0% 122-175
Low 121-310 121-315 0-005 0.0% 121-310
Close 122-140 122-020 -0-120 -0.3% 122-020
Range 0-160 0-150 -0-010 -6.3% 0-185
ATR 0-124 0-126 0-002 1.5% 0-000
Volume 1,766,131 1,484,833 -281,298 -15.9% 7,862,142
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 123-183 123-092 122-102
R3 123-033 122-262 122-061
R2 122-203 122-203 122-047
R1 122-112 122-112 122-034 122-082
PP 122-053 122-053 122-053 122-039
S1 121-282 121-282 122-006 121-253
S2 121-223 121-223 121-313
S3 121-073 121-132 121-299
S4 120-243 120-302 121-258
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 123-297 123-183 122-122
R3 123-112 122-318 122-071
R2 122-247 122-247 122-054
R1 122-133 122-133 122-037 122-098
PP 122-062 122-062 122-062 122-044
S1 121-268 121-268 122-003 121-233
S2 121-197 121-197 121-306
S3 121-012 121-083 121-289
S4 120-147 120-218 121-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-175 121-310 0-185 0.5% 0-133 0.3% 16% False False 1,572,428
10 123-050 121-310 1-060 1.0% 0-127 0.3% 8% False False 1,593,346
20 124-025 121-310 2-035 1.7% 0-118 0.3% 4% False False 1,411,812
40 124-275 121-310 2-285 2.4% 0-125 0.3% 3% False False 1,352,493
60 125-065 121-310 3-075 2.6% 0-120 0.3% 3% False False 1,008,697
80 125-145 121-310 3-155 2.9% 0-118 0.3% 3% False False 757,027
100 127-060 121-310 5-070 4.3% 0-104 0.3% 2% False False 605,648
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-142
2.618 123-218
1.618 123-068
1.000 122-295
0.618 122-238
HIGH 122-145
0.618 122-088
0.500 122-070
0.382 122-052
LOW 121-315
0.618 121-222
1.000 121-165
1.618 121-072
2.618 120-242
4.250 119-318
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 122-070 122-083
PP 122-053 122-062
S1 122-037 122-041

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

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