ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 02-Jul-2018
Day Change Summary
Previous Current
29-Jun-2018 02-Jul-2018 Change Change % Previous Week
Open 120-085 120-040 -0-045 -0.1% 119-275
High 120-095 120-140 0-045 0.1% 120-145
Low 120-020 120-010 -0-010 0.0% 119-265
Close 120-060 120-025 -0-035 -0.1% 120-060
Range 0-075 0-130 0-055 73.3% 0-200
ATR 0-135 0-135 0-000 -0.3% 0-000
Volume 1,402,554 1,072,783 -329,771 -23.5% 7,273,007
Daily Pivots for day following 02-Jul-2018
Classic Woodie Camarilla DeMark
R4 121-128 121-047 120-096
R3 120-318 120-237 120-061
R2 120-188 120-188 120-049
R1 120-107 120-107 120-037 120-082
PP 120-058 120-058 120-058 120-046
S1 119-297 119-297 120-013 119-273
S2 119-248 119-248 120-001
S3 119-118 119-167 119-309
S4 118-308 119-037 119-274
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 122-010 121-235 120-170
R3 121-130 121-035 120-115
R2 120-250 120-250 120-097
R1 120-155 120-155 120-078 120-202
PP 120-050 120-050 120-050 120-074
S1 119-275 119-275 120-042 120-002
S2 119-170 119-170 120-023
S3 118-290 119-075 120-005
S4 118-090 118-195 119-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-145 119-265 0-200 0.5% 0-108 0.3% 40% False False 1,368,283
10 120-145 119-135 1-010 0.9% 0-118 0.3% 64% False False 1,363,309
20 120-145 118-295 1-170 1.3% 0-129 0.3% 76% False False 1,457,489
40 121-030 117-300 3-050 2.6% 0-147 0.4% 68% False False 1,157,743
60 121-030 117-300 3-050 2.6% 0-132 0.3% 68% False False 773,263
80 121-035 117-300 3-055 2.6% 0-118 0.3% 67% False False 579,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-052
2.618 121-160
1.618 121-030
1.000 120-270
0.618 120-220
HIGH 120-140
0.618 120-090
0.500 120-075
0.382 120-060
LOW 120-010
0.618 119-250
1.000 119-200
1.618 119-120
2.618 118-310
4.250 118-098
Fisher Pivots for day following 02-Jul-2018
Pivot 1 day 3 day
R1 120-075 120-078
PP 120-058 120-060
S1 120-042 120-042

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

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