ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 119-105 119-155 0-050 0.1% 120-005
High 119-165 119-155 -0-010 0.0% 120-035
Low 119-080 119-080 0-000 0.0% 119-080
Close 119-140 119-120 -0-020 -0.1% 119-140
Range 0-085 0-075 -0-010 -11.7% 0-275
ATR 0-120 0-117 -0-003 -2.7% 0-000
Volume 1,273,355 1,053,711 -219,644 -17.2% 7,366,411
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 120-023 119-307 119-161
R3 119-268 119-232 119-141
R2 119-193 119-193 119-134
R1 119-157 119-157 119-127 119-138
PP 119-118 119-118 119-118 119-109
S1 119-082 119-082 119-113 119-062
S2 119-043 119-043 119-106
S3 118-288 119-007 119-099
S4 118-213 118-252 119-079
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 122-057 121-213 119-291
R3 121-102 120-258 119-216
R2 120-147 120-147 119-190
R1 119-303 119-303 119-165 119-248
PP 119-192 119-192 119-192 119-164
S1 119-028 119-028 119-115 118-292
S2 118-237 118-237 119-090
S3 117-282 118-073 119-064
S4 117-007 117-118 118-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-225 119-080 0-145 0.4% 0-090 0.2% 28% False True 1,357,770
10 120-135 119-080 1-055 1.0% 0-112 0.3% 11% False True 1,319,147
20 120-200 119-080 1-120 1.2% 0-109 0.3% 9% False True 1,178,468
40 120-200 118-295 1-225 1.4% 0-119 0.3% 27% False False 1,324,822
60 121-030 117-300 3-050 2.6% 0-134 0.4% 46% False False 1,146,888
80 121-030 117-300 3-050 2.6% 0-126 0.3% 46% False False 861,167
100 121-035 117-300 3-055 2.7% 0-115 0.3% 45% False False 688,955
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-154
2.618 120-031
1.618 119-276
1.000 119-230
0.618 119-201
HIGH 119-155
0.618 119-126
0.500 119-118
0.382 119-109
LOW 119-080
0.618 119-034
1.000 119-005
1.618 118-279
2.618 118-204
4.250 118-081
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 119-119 119-130
PP 119-118 119-127
S1 119-118 119-123

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

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