ECBOT 10 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 120-315 121-030 0-035 0.1% 120-250
High 121-090 121-090 0-000 0.0% 121-070
Low 120-270 121-000 0-050 0.1% 120-145
Close 121-045 121-030 -0-015 0.0% 120-210
Range 0-140 0-090 -0-050 -35.7% 0-245
ATR 0-161 0-156 -0-005 -3.1% 0-000
Volume 8,201 12,544 4,343 53.0% 153,570
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 121-310 121-260 121-080
R3 121-220 121-170 121-055
R2 121-130 121-130 121-047
R1 121-080 121-080 121-038 121-075
PP 121-040 121-040 121-040 121-038
S1 120-310 120-310 121-022 120-305
S2 120-270 120-270 121-014
S3 120-180 120-220 121-005
S4 120-090 120-130 120-301
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 123-023 122-202 121-025
R3 122-098 121-277 120-277
R2 121-173 121-173 120-255
R1 121-032 121-032 120-232 120-300
PP 120-248 120-248 120-248 120-223
S1 120-107 120-107 120-188 120-055
S2 120-003 120-003 120-165
S3 119-078 119-182 120-143
S4 118-153 118-257 120-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-090 120-150 0-260 0.7% 0-119 0.3% 77% True False 12,196
10 121-095 120-145 0-270 0.7% 0-139 0.4% 76% False False 26,476
20 121-095 120-010 1-085 1.0% 0-151 0.4% 84% False False 869,424
40 122-190 120-010 2-180 2.1% 0-173 0.4% 41% False False 1,487,602
60 124-135 120-010 4-125 3.6% 0-153 0.4% 24% False False 1,369,705
80 125-000 120-010 4-310 4.1% 0-148 0.4% 21% False False 1,353,878
100 125-065 120-010 5-055 4.3% 0-143 0.4% 21% False False 1,086,222
120 125-260 120-010 5-250 4.8% 0-134 0.3% 18% False False 905,325
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 True
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 122-153
2.618 122-006
1.618 121-236
1.000 121-180
0.618 121-146
HIGH 121-090
0.618 121-056
0.500 121-045
0.382 121-034
LOW 121-000
0.618 120-264
1.000 120-230
1.618 120-174
2.618 120-084
4.250 119-257
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 121-045 121-019
PP 121-040 121-008
S1 121-035 120-318

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

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