ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 120-235 120-245 0-010 0.0% 120-180
High 121-005 120-285 -0-040 -0.1% 120-265
Low 120-210 120-080 -0-130 -0.3% 120-020
Close 120-265 120-125 -0-140 -0.4% 120-235
Range 0-115 0-205 0-090 78.3% 0-245
ATR 0-179 0-181 0-002 1.0% 0-000
Volume 2,811,227 2,092,694 -718,533 -25.6% 8,566,114
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 122-138 122-017 120-238
R3 121-253 121-132 120-181
R2 121-048 121-048 120-163
R1 120-247 120-247 120-144 120-205
PP 120-163 120-163 120-163 120-142
S1 120-042 120-042 120-106 120-000
S2 119-278 119-278 120-087
S3 119-073 119-157 120-069
S4 118-188 118-272 120-012
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% 0-161 0.4% 34% False False 2,370,394
10 121-075 120-010 1-065 1.0% 0-169 0.4% 30% False False 2,041,578
20 122-190 120-010 2-180 2.1% 0-208 0.5% 14% False False 2,267,785
40 124-025 120-010 4-015 3.4% 0-166 0.4% 9% False False 1,868,792
60 124-275 120-010 4-265 4.0% 0-153 0.4% 7% False False 1,658,780
80 125-065 120-010 5-055 4.3% 0-143 0.4% 7% False False 1,347,466
100 125-145 120-010 5-135 4.5% 0-137 0.4% 7% False False 1,078,449
120 127-060 120-010 7-050 5.9% 0-122 0.3% 5% False False 898,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-196
2.618 122-182
1.618 121-297
1.000 121-170
0.618 121-092
HIGH 120-285
0.618 120-207
0.500 120-182
0.382 120-158
LOW 120-080
0.618 119-273
1.000 119-195
1.618 119-068
2.618 118-183
4.250 117-169
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 120-182 120-202
PP 120-163 120-177
S1 120-144 120-151

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

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