ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 120-060 120-090 0-030 0.1% 120-015
High 120-130 120-235 0-105 0.3% 120-170
Low 120-035 120-010 -0-025 -0.1% 119-130
Close 120-060 120-205 0-145 0.4% 120-105
Range 0-095 0-225 0-130 136.8% 1-040
ATR 0-082 0-092 0-010 12.5% 0-000
Volume 0 14 14 723
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 122-185 122-100 121-009
R3 121-280 121-195 120-267
R2 121-055 121-055 120-246
R1 120-290 120-290 120-226 121-012
PP 120-150 120-150 120-150 120-171
S1 120-065 120-065 120-184 120-108
S2 119-245 119-245 120-164
S3 119-020 119-160 120-143
S4 118-115 118-255 120-081
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 123-148 123-007 120-303
R3 122-108 121-287 120-204
R2 121-068 121-068 120-171
R1 120-247 120-247 120-138 120-318
PP 120-028 120-028 120-028 120-064
S1 119-207 119-207 120-072 119-278
S2 118-308 118-308 120-039
S3 117-268 118-167 120-006
S4 116-228 117-127 119-227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-235 119-130 1-105 1.1% 0-147 0.4% 93% True False 147
10 120-235 119-130 1-105 1.1% 0-075 0.2% 93% True False 75
20 120-235 119-130 1-105 1.1% 0-038 0.1% 93% True False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 123-231
2.618 122-184
1.618 121-279
1.000 121-140
0.618 121-054
HIGH 120-235
0.618 120-149
0.500 120-123
0.382 120-096
LOW 120-010
0.618 119-191
1.000 119-105
1.618 118-286
2.618 118-061
4.250 117-014
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 120-177 120-177
PP 120-150 120-150
S1 120-123 120-123

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

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