ECBOT 10 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 09-Jan-2018

Day Change Summary
	Previous	Current
	08-Jan-2018	09-Jan-2018	Change	Change %	Previous Week
Open	123-060	123-030	-0-030	-0.1%	123-205
High	123-100	123-045	-0-055	-0.1%	123-220
Low	123-025	122-195	-0-150	-0.4%	123-035
Close	123-050	122-220	-0-150	-0.4%	123-060
Range	0-075	0-170	0-095	126.6%	0-185
ATR	0-086	0-093	0-006	7.4%	0-000
Volume	653	5,397	4,744	726.5%	4,548

Daily Pivots for day following 09-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	124-130	124-025	122-313
R3	123-280	123-175	122-267
R2	123-110	123-110	122-251
R1	123-005	123-005	122-236	122-292
PP	122-260	122-260	122-260	122-244
S1	122-155	122-155	122-204	122-123
S2	122-090	122-090	122-189
S3	121-240	121-305	122-173
S4	121-070	121-135	122-127

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	125-020	124-225	123-162
R3	124-155	124-040	123-111
R2	123-290	123-290	123-094
R1	123-175	123-175	123-077	123-140
PP	123-105	123-105	123-105	123-088
S1	122-310	122-310	123-043	122-275
S2	122-240	122-240	123-026
S3	122-055	122-125	123-009
S4	121-190	121-260	122-278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-185	122-195	0-310	0.8%	0-108	0.3%	8%	False	True	1,861
10	123-240	122-195	1-045	0.9%	0-106	0.3%	7%	False	True	1,425
20	124-110	122-195	1-235	1.4%	0-061	0.2%	5%	False	True	757

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	0-019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	125-127
2.618	124-170
1.618	124-000
1.000	123-215
0.618	123-150
HIGH	123-045
0.618	122-300
0.500	122-280
0.382	122-260
LOW	122-195
0.618	122-090
1.000	122-025
1.618	121-240
2.618	121-070
4.250	120-113

Fisher Pivots for day following 09-Jan-2018
Pivot	1 day	3 day
R1	122-280	123-025
PP	122-260	122-303
S1	122-240	122-262

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