ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 22-Aug-2018
Day Change Summary
Previous Current
21-Aug-2018 22-Aug-2018 Change Change % Previous Week
Open 120-215 120-185 -0-030 -0.1% 120-100
High 120-220 120-240 0-020 0.1% 120-180
Low 120-125 120-165 0-040 0.1% 120-010
Close 120-145 120-200 0-055 0.1% 120-080
Range 0-095 0-075 -0-020 -21.1% 0-170
ATR 0-116 0-114 -0-001 -1.3% 0-000
Volume 1,316,423 1,428,199 111,776 8.5% 7,763,542
Daily Pivots for day following 22-Aug-2018
Classic Woodie Camarilla DeMark
R4 121-107 121-068 120-241
R3 121-032 120-313 120-221
R2 120-277 120-277 120-214
R1 120-238 120-238 120-207 120-258
PP 120-202 120-202 120-202 120-211
S1 120-163 120-163 120-193 120-182
S2 120-127 120-127 120-186
S3 120-052 120-088 120-179
S4 119-297 120-013 120-159
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
5 120-240 120-035 0-205 0.5% 0-097 0.3% 80% True False 1,319,420
10 120-240 119-160 1-080 1.0% 0-114 0.3% 90% True False 1,526,899
20 120-240 119-025 1-215 1.4% 0-107 0.3% 93% True False 1,390,613
40 120-240 119-025 1-215 1.4% 0-110 0.3% 93% True False 1,307,217
60 121-030 118-295 2-055 1.8% 0-124 0.3% 78% False False 1,399,506
80 121-030 117-300 3-050 2.6% 0-128 0.3% 85% False False 1,160,527
100 121-030 117-300 3-050 2.6% 0-123 0.3% 85% False False 929,036
120 121-035 117-300 3-055 2.6% 0-112 0.3% 85% False False 774,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-239
2.618 121-116
1.618 121-041
1.000 120-315
0.618 120-286
HIGH 120-240
0.618 120-211
0.500 120-202
0.382 120-194
LOW 120-165
0.618 120-119
1.000 120-090
1.618 120-044
2.618 119-289
4.250 119-166
Fisher Pivots for day following 22-Aug-2018
Pivot 1 day 3 day
R1 120-202 120-188
PP 120-202 120-177
S1 120-201 120-165

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

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