ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 12-Jul-2018
Day Change Summary
Previous Current
11-Jul-2018 12-Jul-2018 Change Change % Previous Week
Open 120-075 120-055 -0-020 -0.1% 120-040
High 120-130 120-080 -0-050 -0.1% 120-200
Low 120-025 120-005 -0-020 -0.1% 119-300
Close 120-080 120-050 -0-030 -0.1% 120-110
Range 0-105 0-075 -0-030 -28.6% 0-220
ATR 0-126 0-122 -0-004 -2.9% 0-000
Volume 1,588,869 998,978 -589,891 -37.1% 4,272,668
Daily Pivots for day following 12-Jul-2018
Classic Woodie Camarilla DeMark
R4 120-270 120-235 120-091
R3 120-195 120-160 120-071
R2 120-120 120-120 120-064
R1 120-085 120-085 120-057 120-065
PP 120-045 120-045 120-045 120-035
S1 120-010 120-010 120-043 119-310
S2 119-290 119-290 120-036
S3 119-215 119-255 120-029
S4 119-140 119-180 120-009
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 122-117 122-013 120-231
R3 121-217 121-113 120-171
R2 120-317 120-317 120-150
R1 120-213 120-213 120-130 120-265
PP 120-097 120-097 120-097 120-123
S1 119-313 119-313 120-090 120-045
S2 119-197 119-197 120-070
S3 118-297 119-093 120-050
S4 118-077 118-193 119-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-200 120-000 0-200 0.5% 0-095 0.2% 25% False False 1,079,192
10 120-200 119-300 0-220 0.6% 0-102 0.3% 32% False False 1,148,822
20 120-200 119-060 1-140 1.2% 0-112 0.3% 67% False False 1,269,695
40 121-030 117-300 3-050 2.6% 0-145 0.4% 70% False False 1,341,379
60 121-030 117-300 3-050 2.6% 0-132 0.3% 70% False False 899,909
80 121-035 117-300 3-055 2.6% 0-127 0.3% 70% False False 675,032
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-079
2.618 120-276
1.618 120-201
1.000 120-155
0.618 120-126
HIGH 120-080
0.618 120-051
0.500 120-042
0.382 120-034
LOW 120-005
0.618 119-279
1.000 119-250
1.618 119-204
2.618 119-129
4.250 119-006
Fisher Pivots for day following 12-Jul-2018
Pivot 1 day 3 day
R1 120-048 120-065
PP 120-045 120-060
S1 120-042 120-055

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

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