ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 119-015 119-105 0-090 0.2% 119-155
High 119-125 119-175 0-050 0.1% 119-175
Low 119-005 119-090 0-085 0.2% 118-310
Close 119-100 119-160 0-060 0.2% 119-160
Range 0-120 0-085 -0-035 -29.2% 0-185
ATR 0-133 0-129 -0-003 -2.6% 0-000
Volume 1,312,131 1,291,016 -21,115 -1.6% 7,261,412
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 120-077 120-043 119-207
R3 119-312 119-278 119-183
R2 119-227 119-227 119-176
R1 119-193 119-193 119-168 119-210
PP 119-142 119-142 119-142 119-150
S1 119-108 119-108 119-152 119-125
S2 119-057 119-057 119-144
S3 118-292 119-023 119-137
S4 118-207 118-258 119-113
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 121-023 120-277 119-262
R3 120-158 120-092 119-211
R2 119-293 119-293 119-194
R1 119-227 119-227 119-177 119-260
PP 119-108 119-108 119-108 119-125
S1 119-042 119-042 119-143 119-075
S2 118-243 118-243 119-126
S3 118-058 118-177 119-109
S4 117-193 117-312 119-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-175 118-310 0-185 0.5% 0-101 0.3% 92% True False 1,452,282
10 120-180 118-310 1-190 1.3% 0-111 0.3% 33% False False 1,331,902
20 121-120 118-310 2-130 2.0% 0-120 0.3% 22% False False 1,306,251
40 121-120 118-310 2-130 2.0% 0-136 0.4% 22% False False 1,421,708
60 122-020 118-310 3-030 2.6% 0-161 0.4% 17% False False 1,157,854
80 123-185 118-310 4-195 3.9% 0-151 0.4% 12% False False 869,778
100 124-110 118-310 5-120 4.5% 0-128 0.3% 10% False False 695,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 120-216
2.618 120-078
1.618 119-313
1.000 119-260
0.618 119-228
HIGH 119-175
0.618 119-143
0.500 119-133
0.382 119-122
LOW 119-090
0.618 119-037
1.000 119-005
1.618 118-272
2.618 118-188
4.250 118-049
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 119-151 119-134
PP 119-142 119-108
S1 119-133 119-083

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

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