ECBOT 10 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 20-Jun-2018
Day Change Summary
Previous Current
19-Jun-2018 20-Jun-2018 Change Change % Previous Week
Open 119-305 120-040 0-055 0.1% 119-275
High 120-155 120-080 -0-075 -0.2% 120-045
Low 119-305 119-310 0-005 0.0% 119-080
Close 120-045 119-310 -0-055 -0.1% 119-285
Range 0-170 0-090 -0-080 -47.1% 0-285
ATR 0-153 0-148 -0-004 -2.9% 0-000
Volume 5,995 2,176 -3,819 -63.7% 56,041
Daily Pivots for day following 20-Jun-2018
Classic Woodie Camarilla DeMark
R4 120-290 120-230 120-040
R3 120-200 120-140 120-015
R2 120-110 120-110 120-007
R1 120-050 120-050 119-318 120-035
PP 120-020 120-020 120-020 120-013
S1 119-280 119-280 119-302 119-265
S2 119-250 119-250 119-294
S3 119-160 119-190 119-285
S4 119-070 119-100 119-261
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 122-138 122-017 120-122
R3 121-173 121-052 120-043
R2 120-208 120-208 120-017
R1 120-087 120-087 119-311 120-147
PP 119-243 119-243 119-243 119-274
S1 119-122 119-122 119-259 119-182
S2 118-278 118-278 119-233
S3 117-313 118-157 119-207
S4 117-028 117-192 119-128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-155 119-170 0-305 0.8% 0-107 0.3% 46% False False 4,881
10 120-155 119-080 1-075 1.0% 0-127 0.3% 58% False False 10,647
20 121-125 118-270 2-175 2.1% 0-172 0.4% 44% False False 891,603
40 121-125 118-105 3-020 2.6% 0-140 0.4% 54% False False 1,132,648
60 121-125 118-105 3-020 2.6% 0-137 0.4% 54% False False 1,208,986
80 121-125 118-105 3-020 2.6% 0-141 0.4% 54% False False 1,302,419
100 122-020 118-105 3-235 3.1% 0-154 0.4% 44% False False 1,105,502
120 123-240 118-105 5-135 4.5% 0-147 0.4% 30% False False 922,014
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-142
2.618 120-316
1.618 120-226
1.000 120-170
0.618 120-136
HIGH 120-080
0.618 120-046
0.500 120-035
0.382 120-024
LOW 119-310
0.618 119-254
1.000 119-220
1.618 119-164
2.618 119-074
4.250 118-248
Fisher Pivots for day following 20-Jun-2018
Pivot 1 day 3 day
R1 120-035 120-058
PP 120-020 120-035
S1 120-005 120-013

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

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