ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 14-Mar-2018
Day Change Summary
Previous Current
13-Mar-2018 14-Mar-2018 Change Change % Previous Week
Open 120-055 120-115 0-060 0.2% 120-050
High 120-170 120-220 0-050 0.1% 120-200
Low 120-025 120-075 0-050 0.1% 119-265
Close 120-105 120-175 0-070 0.2% 120-010
Range 0-145 0-145 0-000 0.0% 0-255
ATR 0-166 0-164 -0-001 -0.9% 0-000
Volume 1,676,461 1,692,033 15,572 0.9% 7,293,225
Daily Pivots for day following 14-Mar-2018
Classic Woodie Camarilla DeMark
R4 121-272 121-208 120-255
R3 121-127 121-063 120-215
R2 120-302 120-302 120-202
R1 120-238 120-238 120-188 120-270
PP 120-157 120-157 120-157 120-173
S1 120-093 120-093 120-162 120-125
S2 120-012 120-012 120-148
S3 119-187 119-268 120-135
S4 119-042 119-123 120-095
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
5 120-220 119-265 0-275 0.7% 0-131 0.3% 84% True False 1,388,375
10 120-230 119-265 0-285 0.7% 0-159 0.4% 81% False False 1,616,082
20 120-230 119-140 1-090 1.1% 0-168 0.4% 87% False False 1,296,433
40 122-205 119-140 3-065 2.7% 0-176 0.5% 35% False False 656,110
60 124-050 119-140 4-230 3.9% 0-145 0.4% 24% False False 437,972
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-196
2.618 121-280
1.618 121-135
1.000 121-045
0.618 120-310
HIGH 120-220
0.618 120-165
0.500 120-148
0.382 120-130
LOW 120-075
0.618 119-305
1.000 119-250
1.618 119-160
2.618 119-015
4.250 118-099
Fisher Pivots for day following 14-Mar-2018
Pivot 1 day 3 day
R1 120-166 120-148
PP 120-157 120-120
S1 120-148 120-092

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

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