ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 120-120 121-000 0-200 0.5% 120-105
High 121-015 121-090 0-075 0.2% 120-280
Low 120-110 120-250 0-140 0.4% 119-220
Close 120-290 120-290 0-000 0.0% 120-195
Range 0-225 0-160 -0-065 -28.9% 1-060
ATR 0-164 0-164 0-000 -0.2% 0-000
Volume 1,842,010 2,317,510 475,500 25.8% 8,204,361
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 122-157 122-063 121-058
R3 121-317 121-223 121-014
R2 121-157 121-157 120-319
R1 121-063 121-063 120-305 121-030
PP 120-317 120-317 120-317 120-300
S1 120-223 120-223 120-275 120-190
S2 120-157 120-157 120-261
S3 119-317 120-063 120-246
S4 119-157 119-223 120-202
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 123-305 123-150 121-084
R3 122-245 122-090 120-300
R2 121-185 121-185 120-265
R1 121-030 121-030 120-230 121-108
PP 120-125 120-125 120-125 120-164
S1 119-290 119-290 120-160 120-048
S2 119-065 119-065 120-125
S3 118-005 118-230 120-091
S4 116-265 117-170 119-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-090 120-030 1-060 1.0% 0-175 0.5% 68% True False 1,937,696
10 121-090 119-220 1-190 1.3% 0-154 0.4% 76% True False 1,598,505
20 121-090 119-220 1-190 1.3% 0-156 0.4% 76% True False 1,607,293
40 122-020 119-140 2-200 2.2% 0-182 0.5% 56% False False 1,053,945
60 123-220 119-140 4-080 3.5% 0-162 0.4% 35% False False 704,314
80 124-110 119-140 4-290 4.1% 0-128 0.3% 30% False False 528,292
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 False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-130
2.618 122-189
1.618 122-029
1.000 121-250
0.618 121-189
HIGH 121-090
0.618 121-029
0.500 121-010
0.382 120-311
LOW 120-250
0.618 120-151
1.000 120-090
1.618 119-311
2.618 119-151
4.250 118-210
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 121-010 120-280
PP 120-317 120-270
S1 120-303 120-260

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

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