ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 26-Feb-2018

Day Change Summary
	Previous	Current
	23-Feb-2018	26-Feb-2018	Change	Change %	Previous Week
Open	120-120	120-235	0-115	0.3%	120-180
High	120-265	121-005	0-060	0.2%	120-265
Low	120-080	120-210	0-130	0.3%	120-020
Close	120-235	120-265	0-030	0.1%	120-235
Range	0-185	0-115	-0-070	-37.8%	0-245
ATR	0-184	0-179	-0-005	-2.7%	0-000
Volume	2,429,261	2,811,227	381,966	15.7%	8,566,114

Daily Pivots for day following 26-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-292	121-233	121-008
R3	121-177	121-118	120-297
R2	121-062	121-062	120-286
R1	121-003	121-003	120-276	121-032
PP	120-267	120-267	120-267	120-281
S1	120-208	120-208	120-254	120-238
S2	120-152	120-152	120-244
S3	120-037	120-093	120-233
S4	119-242	119-298	120-202

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-268	122-177	121-050
R3	122-023	121-252	120-302
R2	121-098	121-098	120-280
R1	121-007	121-007	120-257	121-052
PP	120-173	120-173	120-173	120-196
S1	120-082	120-082	120-213	120-128
S2	119-248	119-248	120-190
S3	119-003	119-157	120-168
S4	118-078	118-232	120-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-005	120-020	0-305	0.8%	0-152	0.4%	80%	True	False	2,275,468
10	121-075	120-010	1-065	1.0%	0-162	0.4%	66%	False	False	1,974,526
20	122-190	120-010	2-180	2.1%	0-206	0.5%	31%	False	False	2,259,521
40	124-025	120-010	4-015	3.3%	0-162	0.4%	20%	False	False	1,835,667
60	124-275	120-010	4-265	4.0%	0-152	0.4%	17%	False	False	1,654,835
80	125-065	120-010	5-055	4.3%	0-142	0.4%	15%	False	False	1,321,403
100	125-145	120-010	5-135	4.5%	0-136	0.4%	15%	False	False	1,057,526
120	127-060	120-010	7-050	5.9%	0-121	0.3%	11%	False	False	881,294

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-030
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-174
2.618	121-306
1.618	121-191
1.000	121-120
0.618	121-076
HIGH	121-005
0.618	120-281
0.500	120-268
0.382	120-254
LOW	120-210
0.618	120-139
1.000	120-095
1.618	120-024
2.618	119-229
4.250	119-041

Fisher Pivots for day following 26-Feb-2018
Pivot	1 day	3 day
R1	120-268	120-236
PP	120-267	120-207
S1	120-266	120-178

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols