ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 18-Jun-2018
Day Change Summary
Previous Current
15-Jun-2018 18-Jun-2018 Change Change % Previous Week
Open 119-150 119-195 0-045 0.1% 119-180
High 119-275 119-250 -0-025 -0.1% 119-275
Low 119-145 119-180 0-035 0.1% 118-295
Close 119-190 119-190 0-000 0.0% 119-190
Range 0-130 0-070 -0-060 -46.1% 0-300
ATR 0-161 0-154 -0-006 -4.0% 0-000
Volume 1,634,656 917,718 -716,938 -43.9% 7,153,734
Daily Pivots for day following 18-Jun-2018
Classic Woodie Camarilla DeMark
R4 120-097 120-053 119-229
R3 120-027 119-303 119-209
R2 119-277 119-277 119-203
R1 119-233 119-233 119-196 119-220
PP 119-207 119-207 119-207 119-200
S1 119-163 119-163 119-184 119-150
S2 119-137 119-137 119-177
S3 119-067 119-093 119-171
S4 118-317 119-023 119-152
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 122-087 121-278 120-035
R3 121-107 120-298 119-273
R2 120-127 120-127 119-245
R1 119-318 119-318 119-218 120-063
PP 119-147 119-147 119-147 119-179
S1 119-018 119-018 119-163 119-083
S2 118-167 118-167 119-135
S3 117-187 118-038 119-108
S4 116-207 117-058 119-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-275 118-295 0-300 0.8% 0-120 0.3% 72% False False 1,379,181
10 120-005 118-295 1-030 0.9% 0-140 0.4% 61% False False 1,551,670
20 121-030 118-090 2-260 2.4% 0-176 0.5% 47% False False 1,608,387
40 121-030 117-300 3-050 2.6% 0-140 0.4% 52% False False 818,623
60 121-035 117-300 3-055 2.7% 0-132 0.3% 52% False False 546,085
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-028
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 120-228
2.618 120-113
1.618 120-043
1.000 120-000
0.618 119-293
HIGH 119-250
0.618 119-223
0.500 119-215
0.382 119-207
LOW 119-180
0.618 119-137
1.000 119-110
1.618 119-067
2.618 118-317
4.250 118-202
Fisher Pivots for day following 18-Jun-2018
Pivot 1 day 3 day
R1 119-215 119-183
PP 119-207 119-175
S1 119-198 119-168

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

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