ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 05-Feb-2018
Day Change Summary
Previous Current
02-Feb-2018 05-Feb-2018 Change Change % Previous Week
Open 121-030 120-260 -0-090 -0.2% 122-015
High 121-065 122-020 0-275 0.7% 122-040
Low 120-210 120-180 -0-030 -0.1% 120-210
Close 120-235 121-085 0-170 0.4% 120-235
Range 0-175 1-160 0-305 174.3% 1-150
ATR 0-140 0-164 0-024 17.4% 0-000
Volume 2,651,934 2,851,851 199,917 7.5% 10,911,279
Daily Pivots for day following 05-Feb-2018
Classic Woodie Camarilla DeMark
R4 125-255 125-010 122-029
R3 124-095 123-170 121-217
R2 122-255 122-255 121-173
R1 122-010 122-010 121-129 122-132
PP 121-095 121-095 121-095 121-156
S1 120-170 120-170 121-041 120-292
S2 119-255 119-255 120-317
S3 118-095 119-010 120-273
S4 116-255 117-170 120-141
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 125-185 124-200 121-173
R3 124-035 123-050 121-044
R2 122-205 122-205 121-001
R1 121-220 121-220 120-278 121-138
PP 121-055 121-055 121-055 121-014
S1 120-070 120-070 120-192 119-308
S2 119-225 119-225 120-149
S3 118-075 118-240 120-106
S4 116-245 117-090 119-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-020 120-180 1-160 1.2% 0-230 0.6% 47% True True 2,367,141
10 122-175 120-180 1-315 1.6% 0-189 0.5% 35% False True 2,016,997
20 123-200 120-180 3-020 2.5% 0-153 0.4% 23% False True 1,797,358
40 124-210 120-180 4-030 3.4% 0-134 0.3% 17% False True 1,404,611
60 125-065 120-180 4-205 3.8% 0-133 0.3% 15% False True 1,237,316
80 125-145 120-180 4-285 4.0% 0-127 0.3% 14% False True 929,040
100 126-045 120-180 5-185 4.6% 0-117 0.3% 13% False True 743,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 128-140
2.618 125-317
1.618 124-157
1.000 123-180
0.618 122-317
HIGH 122-020
0.618 121-157
0.500 121-100
0.382 121-043
LOW 120-180
0.618 119-203
1.000 119-020
1.618 118-043
2.618 116-203
4.250 114-060
Fisher Pivots for day following 05-Feb-2018
Pivot 1 day 3 day
R1 121-100 121-100
PP 121-095 121-095
S1 121-090 121-090

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

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