ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 17-Aug-2018
Day Change Summary
Previous Current
16-Aug-2018 17-Aug-2018 Change Change % Previous Week
Open 120-105 120-100 -0-005 0.0% 120-100
High 120-130 120-160 0-030 0.1% 120-180
Low 120-035 120-070 0-035 0.1% 120-010
Close 120-085 120-080 -0-005 0.0% 120-080
Range 0-095 0-090 -0-005 -5.3% 0-170
ATR 0-117 0-115 -0-002 -1.7% 0-000
Volume 1,253,118 1,312,548 59,430 4.7% 7,763,542
Daily Pivots for day following 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-053 120-317 120-129
R3 120-283 120-227 120-105
R2 120-193 120-193 120-096
R1 120-137 120-137 120-088 120-120
PP 120-103 120-103 120-103 120-095
S1 120-047 120-047 120-072 120-030
S2 120-013 120-013 120-064
S3 119-243 119-277 120-055
S4 119-153 119-187 120-031
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-280 121-190 120-173
R3 121-110 121-020 120-127
R2 120-260 120-260 120-111
R1 120-170 120-170 120-096 120-130
PP 120-090 120-090 120-090 120-070
S1 120-000 120-000 120-064 119-280
S2 119-240 119-240 120-049
S3 119-070 119-150 120-033
S4 118-220 118-300 119-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-180 120-010 0-170 0.4% 0-107 0.3% 41% False False 1,552,708
10 120-180 119-125 1-055 1.0% 0-112 0.3% 73% False False 1,397,077
20 120-180 119-025 1-155 1.2% 0-112 0.3% 79% False False 1,419,882
40 120-200 119-025 1-175 1.3% 0-109 0.3% 76% False False 1,293,932
60 121-030 118-295 2-055 1.8% 0-133 0.3% 61% False False 1,447,390
80 121-030 117-300 3-050 2.6% 0-127 0.3% 73% False False 1,110,402
100 121-035 117-300 3-055 2.6% 0-123 0.3% 73% False False 888,723
120 121-035 117-300 3-055 2.6% 0-109 0.3% 73% False False 740,609
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 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-222
2.618 121-076
1.618 120-306
1.000 120-250
0.618 120-216
HIGH 120-160
0.618 120-126
0.500 120-115
0.382 120-104
LOW 120-070
0.618 120-014
1.000 119-300
1.618 119-244
2.618 119-154
4.250 119-008
Fisher Pivots for day following 17-Aug-2018
Pivot 1 day 3 day
R1 120-115 120-098
PP 120-103 120-092
S1 120-092 120-086

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

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