ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 06-Aug-2018
Day Change Summary
Previous Current
03-Aug-2018 06-Aug-2018 Change Change % Previous Week
Open 119-095 119-195 0-100 0.3% 119-155
High 119-205 119-270 0-065 0.2% 119-210
Low 119-075 119-170 0-095 0.2% 119-025
Close 119-195 119-235 0-040 0.1% 119-195
Range 0-130 0-100 -0-030 -23.1% 0-185
ATR 0-117 0-116 -0-001 -1.0% 0-000
Volume 1,284,592 905,781 -378,811 -29.5% 7,060,461
Daily Pivots for day following 06-Aug-2018
Classic Woodie Camarilla DeMark
R4 120-205 120-160 119-290
R3 120-105 120-060 119-263
R2 120-005 120-005 119-253
R1 119-280 119-280 119-244 119-303
PP 119-225 119-225 119-225 119-236
S1 119-180 119-180 119-226 119-203
S2 119-125 119-125 119-217
S3 119-025 119-080 119-208
S4 118-245 118-300 119-180
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-058 120-312 119-297
R3 120-193 120-127 119-246
R2 120-008 120-008 119-229
R1 119-262 119-262 119-212 119-295
PP 119-143 119-143 119-143 119-160
S1 119-077 119-077 119-178 119-110
S2 118-278 118-278 119-161
S3 118-093 118-212 119-144
S4 117-228 118-027 119-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-270 119-025 0-245 0.6% 0-114 0.3% 86% True False 1,382,506
10 119-270 119-025 0-245 0.6% 0-102 0.3% 86% True False 1,370,138
20 120-135 119-025 1-110 1.1% 0-107 0.3% 49% False False 1,270,222
40 120-200 118-295 1-225 1.4% 0-112 0.3% 48% False False 1,277,841
60 121-030 117-300 3-050 2.6% 0-135 0.4% 57% False False 1,261,445
80 121-030 117-300 3-050 2.6% 0-126 0.3% 57% False False 947,534
100 121-035 117-300 3-055 2.6% 0-121 0.3% 57% False False 758,080
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-055
2.618 120-212
1.618 120-112
1.000 120-050
0.618 120-012
HIGH 119-270
0.618 119-232
0.500 119-220
0.382 119-208
LOW 119-170
0.618 119-108
1.000 119-070
1.618 119-008
2.618 118-228
4.250 118-065
Fisher Pivots for day following 06-Aug-2018
Pivot 1 day 3 day
R1 119-230 119-208
PP 119-225 119-180
S1 119-220 119-153

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

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