ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 25-Jun-2018
Day Change Summary
Previous Current
22-Jun-2018 25-Jun-2018 Change Change % Previous Week
Open 119-270 119-275 0-005 0.0% 119-195
High 119-290 120-045 0-075 0.2% 120-060
Low 119-205 119-275 0-070 0.2% 119-135
Close 119-265 120-010 0-065 0.2% 119-265
Range 0-085 0-090 0-005 5.8% 0-245
ATR 0-151 0-147 -0-004 -2.4% 0-000
Volume 937,367 1,504,375 567,008 60.5% 6,205,024
Daily Pivots for day following 25-Jun-2018
Classic Woodie Camarilla DeMark
R4 120-273 120-232 120-060
R3 120-183 120-142 120-035
R2 120-093 120-093 120-027
R1 120-052 120-052 120-018 120-072
PP 120-003 120-003 120-003 120-014
S1 119-282 119-282 120-002 119-303
S2 119-233 119-233 119-314
S3 119-143 119-192 119-305
S4 119-053 119-102 119-281
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 122-035 121-235 120-080
R3 121-110 120-310 120-012
R2 120-185 120-185 119-310
R1 120-065 120-065 119-287 120-125
PP 119-260 119-260 119-260 119-290
S1 119-140 119-140 119-243 119-200
S2 119-015 119-015 119-220
S3 118-090 118-215 119-198
S4 117-165 117-290 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-060 119-135 0-245 0.6% 0-129 0.3% 80% False False 1,358,336
10 120-060 118-295 1-085 1.1% 0-125 0.3% 88% False False 1,368,758
20 121-030 118-295 2-055 1.8% 0-173 0.5% 51% False False 1,705,234
40 121-030 117-300 3-050 2.6% 0-145 0.4% 66% False False 987,567
60 121-035 117-300 3-055 2.6% 0-132 0.3% 66% False False 659,278
80 121-035 117-300 3-055 2.6% 0-111 0.3% 66% False False 494,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-107
2.618 120-281
1.618 120-191
1.000 120-135
0.618 120-101
HIGH 120-045
0.618 120-011
0.500 120-000
0.382 119-309
LOW 119-275
0.618 119-219
1.000 119-185
1.618 119-129
2.618 119-039
4.250 118-213
Fisher Pivots for day following 25-Jun-2018
Pivot 1 day 3 day
R1 120-007 119-303
PP 120-003 119-277
S1 120-000 119-250

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

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