ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 09-Aug-2018
Day Change Summary
Previous Current
08-Aug-2018 09-Aug-2018 Change Change % Previous Week
Open 119-150 119-170 0-020 0.1% 119-155
High 119-190 119-255 0-065 0.2% 119-210
Low 119-125 119-160 0-035 0.1% 119-025
Close 119-160 119-230 0-070 0.2% 119-195
Range 0-065 0-095 0-030 46.1% 0-185
ATR 0-112 0-110 -0-001 -1.1% 0-000
Volume 987,422 1,137,612 150,190 15.2% 7,060,461
Daily Pivots for day following 09-Aug-2018
Classic Woodie Camarilla DeMark
R4 120-180 120-140 119-282
R3 120-085 120-045 119-256
R2 119-310 119-310 119-247
R1 119-270 119-270 119-239 119-290
PP 119-215 119-215 119-215 119-225
S1 119-175 119-175 119-221 119-195
S2 119-120 119-120 119-213
S3 119-025 119-080 119-204
S4 118-250 118-305 119-178
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
5 119-270 119-075 0-195 0.5% 0-100 0.3% 79% False False 1,031,084
10 119-270 119-025 0-245 0.6% 0-100 0.3% 84% False False 1,220,464
20 120-135 119-025 1-110 1.1% 0-109 0.3% 48% False False 1,238,525
40 120-200 119-025 1-175 1.3% 0-110 0.3% 41% False False 1,254,110
60 121-030 117-300 3-050 2.6% 0-133 0.3% 56% False False 1,307,094
80 121-030 117-300 3-050 2.6% 0-126 0.3% 56% False False 984,563
100 121-035 117-300 3-055 2.6% 0-123 0.3% 56% False False 787,731
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-019
2.618 120-184
1.618 120-089
1.000 120-030
0.618 119-314
HIGH 119-255
0.618 119-219
0.500 119-208
0.382 119-196
LOW 119-160
0.618 119-101
1.000 119-065
1.618 119-006
2.618 118-231
4.250 118-076
Fisher Pivots for day following 09-Aug-2018
Pivot 1 day 3 day
R1 119-223 119-217
PP 119-215 119-203
S1 119-208 119-190

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

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