ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 13-Mar-2018
Day Change Summary
Previous Current
12-Mar-2018 13-Mar-2018 Change Change % Previous Week
Open 119-315 120-055 0-060 0.2% 120-050
High 120-080 120-170 0-090 0.2% 120-200
Low 119-285 120-025 0-060 0.2% 119-265
Close 120-065 120-105 0-040 0.1% 120-010
Range 0-115 0-145 0-030 26.1% 0-255
ATR 0-167 0-166 -0-002 -0.9% 0-000
Volume 968,757 1,676,461 707,704 73.1% 7,293,225
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 121-215 121-145 120-185
R3 121-070 121-000 120-145
R2 120-245 120-245 120-132
R1 120-175 120-175 120-118 120-210
PP 120-100 120-100 120-100 120-118
S1 120-030 120-030 120-092 120-065
S2 119-275 119-275 120-078
S3 119-130 119-205 120-065
S4 118-305 119-060 120-025
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 122-177 122-028 120-150
R3 121-242 121-093 120-080
R2 120-307 120-307 120-057
R1 120-158 120-158 120-033 120-105
PP 120-052 120-052 120-052 120-025
S1 119-223 119-223 119-307 119-170
S2 119-117 119-117 119-283
S3 118-182 118-288 119-260
S4 117-247 118-033 119-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-170 119-265 0-225 0.6% 0-132 0.3% 71% True False 1,395,788
10 120-230 119-215 1-015 0.9% 0-159 0.4% 63% False False 1,617,262
20 120-230 119-140 1-090 1.1% 0-165 0.4% 70% False False 1,213,247
40 122-245 119-140 3-105 2.8% 0-175 0.5% 27% False False 613,871
60 124-095 119-140 4-275 4.0% 0-143 0.4% 18% False False 409,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-041
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-146
2.618 121-230
1.618 121-085
1.000 120-315
0.618 120-260
HIGH 120-170
0.618 120-115
0.500 120-098
0.382 120-080
LOW 120-025
0.618 119-255
1.000 119-200
1.618 119-110
2.618 118-285
4.250 118-049
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 120-102 120-089
PP 120-100 120-073
S1 120-098 120-058

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

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