ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 120-025 120-105 0-080 0.2% 120-125
High 120-135 120-120 -0-015 0.0% 120-135
Low 119-275 119-305 0-030 0.1% 119-275
Close 120-095 119-315 -0-100 -0.3% 119-315
Range 0-180 0-135 -0-045 -25.0% 0-180
ATR 0-119 0-120 0-001 1.0% 0-000
Volume 1,757,197 1,329,203 -427,994 -24.4% 5,650,116
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 121-118 121-032 120-069
R3 120-303 120-217 120-032
R2 120-168 120-168 120-020
R1 120-082 120-082 120-007 120-058
PP 120-033 120-033 120-033 120-021
S1 119-267 119-267 119-303 119-242
S2 119-218 119-218 119-290
S3 119-083 119-132 119-278
S4 118-268 118-317 119-241
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 121-248 121-142 120-094
R3 121-068 120-282 120-045
R2 120-208 120-208 120-028
R1 120-102 120-102 120-012 120-065
PP 120-028 120-028 120-028 120-010
S1 119-242 119-242 119-299 119-205
S2 119-168 119-168 119-282
S3 118-308 119-062 119-266
S4 118-128 118-202 119-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-135 119-275 0-180 0.5% 0-118 0.3% 22% False False 1,130,023
10 120-135 119-275 0-180 0.5% 0-101 0.3% 22% False False 1,087,658
20 120-200 119-205 0-315 0.8% 0-105 0.3% 35% False False 1,167,981
40 121-030 118-295 2-055 1.8% 0-143 0.4% 49% False False 1,461,144
60 121-030 117-300 3-050 2.6% 0-132 0.3% 65% False False 1,007,243
80 121-035 117-300 3-055 2.6% 0-126 0.3% 65% False False 755,933
100 121-035 117-300 3-055 2.6% 0-108 0.3% 65% False False 604,754
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-054
2.618 121-153
1.618 121-018
1.000 120-255
0.618 120-203
HIGH 120-120
0.618 120-068
0.500 120-052
0.382 120-037
LOW 119-305
0.618 119-222
1.000 119-170
1.618 119-087
2.618 118-272
4.250 118-051
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 120-052 120-045
PP 120-033 120-028
S1 120-014 120-012

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

View Archives - Comment on this page... - Back to Index of Symbols