ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 11-May-2018

Day Change Summary
	Previous	Current
	10-May-2018	11-May-2018	Change	Change %	Previous Week
Open	118-295	119-020	0-045	0.1%	119-090
High	119-100	119-055	-0-045	-0.1%	119-135
Low	118-280	118-315	0-035	0.1%	118-275
Close	119-015	119-025	0-010	0.0%	119-025
Range	0-140	0-060	-0-080	-57.1%	0-180
ATR	0-106	0-103	-0-003	-3.1%	0-000
Volume	12,160	18,037	5,877	48.3%	50,213

Daily Pivots for day following 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	119-205	119-175	119-058
R3	119-145	119-115	119-041
R2	119-085	119-085	119-036
R1	119-055	119-055	119-030	119-070
PP	119-025	119-025	119-025	119-033
S1	118-315	118-315	119-019	119-010
S2	118-285	118-285	119-014
S3	118-225	118-255	119-008
S4	118-165	118-195	118-312

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	120-258	120-162	119-124
R3	120-078	119-302	119-074
R2	119-218	119-218	119-058
R1	119-122	119-122	119-041	119-080
PP	119-038	119-038	119-038	119-018
S1	118-262	118-262	119-008	118-220
S2	118-178	118-178	118-312
S3	117-318	118-082	118-295
S4	117-138	117-222	118-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-135	118-275	0-180	0.5%	0-088	0.2%	39%	False	False	10,042
10	119-205	118-275	0-250	0.7%	0-092	0.2%	28%	False	False	8,457
20	120-095	118-195	1-220	1.4%	0-096	0.3%	28%	False	False	6,701
40	121-035	118-195	2-160	2.1%	0-101	0.3%	19%	False	False	3,484

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-310
2.618	119-212
1.618	119-152
1.000	119-115
0.618	119-092
HIGH	119-055
0.618	119-032
0.500	119-025
0.382	119-018
LOW	118-315
0.618	118-278
1.000	118-255
1.618	118-218
2.618	118-158
4.250	118-060

Fisher Pivots for day following 11-May-2018
Pivot	1 day	3 day
R1	119-025	119-028
PP	119-025	119-027
S1	119-025	119-026

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols