ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 28-Dec-2017
Day Change Summary
Previous Current
27-Dec-2017 28-Dec-2017 Change Change % Previous Week
Open 123-050 123-200 0-150 0.4% 123-310
High 123-220 123-200 -0-020 -0.1% 123-310
Low 123-050 123-150 0-100 0.3% 123-010
Close 123-210 123-170 -0-040 -0.1% 123-030
Range 0-170 0-050 -0-120 -70.6% 0-300
ATR 0-077 0-076 -0-001 -1.6% 0-000
Volume 392 3,140 2,748 701.0% 894
Daily Pivots for day following 28-Dec-2017
Classic Woodie Camarilla DeMark
R4 124-003 123-297 123-198
R3 123-273 123-247 123-184
R2 123-223 123-223 123-179
R1 123-197 123-197 123-175 123-185
PP 123-173 123-173 123-173 123-168
S1 123-147 123-147 123-165 123-135
S2 123-123 123-123 123-161
S3 123-073 123-097 123-156
S4 123-023 123-047 123-143
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 126-057 125-183 123-195
R3 125-077 124-203 123-113
R2 124-097 124-097 123-085
R1 123-223 123-223 123-058 123-170
PP 123-117 123-117 123-117 123-090
S1 122-243 122-243 123-003 122-190
S2 122-137 122-137 122-295
S3 121-157 121-263 122-268
S4 120-177 120-283 122-185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-220 123-010 0-210 0.5% 0-079 0.2% 76% False False 819
10 124-095 123-010 1-085 1.0% 0-046 0.1% 40% False False 443
20 124-110 123-010 1-100 1.1% 0-023 0.1% 38% False False 221
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 0-006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-092
2.618 124-011
1.618 123-281
1.000 123-250
0.618 123-231
HIGH 123-200
0.618 123-181
0.500 123-175
0.382 123-169
LOW 123-150
0.618 123-119
1.000 123-100
1.618 123-069
2.618 123-019
4.250 122-258
Fisher Pivots for day following 28-Dec-2017
Pivot 1 day 3 day
R1 123-175 123-153
PP 123-173 123-135
S1 123-172 123-118

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

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