ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 28-Jun-2018

Day Change Summary
	Previous	Current
	27-Jun-2018	28-Jun-2018	Change	Change %	Previous Week
Open	119-315	120-120	0-125	0.3%	119-195
High	120-130	120-145	0-015	0.0%	120-060
Low	119-300	120-050	0-070	0.2%	119-135
Close	120-125	120-060	-0-065	-0.2%	119-265
Range	0-150	0-095	-0-055	-36.7%	0-245
ATR	0-144	0-140	-0-003	-2.4%	0-000
Volume	1,898,576	1,409,221	-489,355	-25.8%	6,205,024

Daily Pivots for day following 28-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-050	120-310	120-112
R3	120-275	120-215	120-086
R2	120-180	120-180	120-077
R1	120-120	120-120	120-069	120-102
PP	120-085	120-085	120-085	120-076
S1	120-025	120-025	120-051	120-008
S2	119-310	119-310	120-043
S3	119-215	119-250	120-034
S4	119-120	119-155	120-008

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	120-145	119-205	0-260	0.7%	0-102	0.3%	67%	True	False	1,361,564
10	120-145	119-135	1-010	0.9%	0-118	0.3%	74%	True	False	1,371,013
20	120-145	118-295	1-170	1.3%	0-136	0.4%	83%	True	False	1,509,212
40	121-030	117-300	3-050	2.6%	0-148	0.4%	71%	False	False	1,096,243
60	121-030	117-300	3-050	2.6%	0-132	0.3%	71%	False	False	732,028
80	121-035	117-300	3-055	2.6%	0-116	0.3%	71%	False	False	549,045

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-229
2.618	121-074
1.618	120-299
1.000	120-240
0.618	120-204
HIGH	120-145
0.618	120-109
0.500	120-098
0.382	120-086
LOW	120-050
0.618	119-311
1.000	119-275
1.618	119-216
2.618	119-121
4.250	118-286

Fisher Pivots for day following 28-Jun-2018
Pivot	1 day	3 day
R1	120-098	120-055
PP	120-085	120-050
S1	120-073	120-045

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