ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 120-105 120-035 -0-070 -0.2% 120-195
High 120-135 120-070 -0-065 -0.2% 120-210
Low 120-015 119-315 -0-020 -0.1% 119-310
Close 120-020 120-030 0-010 0.0% 120-125
Range 0-120 0-075 -0-045 -37.5% 0-220
ATR 0-105 0-103 -0-002 -2.0% 0-000
Volume 115,787 62,969 -52,818 -45.6% 8,894,656
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 120-257 120-218 120-071
R3 120-182 120-143 120-051
R2 120-107 120-107 120-044
R1 120-068 120-068 120-037 120-050
PP 120-032 120-032 120-032 120-023
S1 119-313 119-313 120-023 119-295
S2 119-277 119-277 120-016
S3 119-202 119-238 120-009
S4 119-127 119-163 119-309
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 122-128 122-027 120-246
R3 121-228 121-127 120-185
R2 121-008 121-008 120-165
R1 120-227 120-227 120-145 120-168
PP 120-108 120-108 120-108 120-079
S1 120-007 120-007 120-105 119-268
S2 119-208 119-208 120-085
S3 118-308 119-107 120-064
S4 118-088 118-207 120-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-160 119-310 0-170 0.4% 0-089 0.2% 24% False False 844,976
10 120-240 119-310 0-250 0.7% 0-089 0.2% 16% False False 1,377,824
20 120-240 119-125 1-115 1.1% 0-101 0.3% 52% False False 1,430,322
40 120-240 119-025 1-215 1.4% 0-105 0.3% 61% False False 1,345,994
60 120-240 118-295 1-265 1.5% 0-109 0.3% 64% False False 1,323,076
80 121-030 117-300 3-050 2.6% 0-127 0.3% 68% False False 1,313,939
100 121-030 117-300 3-050 2.6% 0-121 0.3% 68% False False 1,052,491
120 121-035 117-300 3-055 2.6% 0-118 0.3% 68% False False 877,121
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-069
2.618 120-266
1.618 120-191
1.000 120-145
0.618 120-116
HIGH 120-070
0.618 120-041
0.500 120-033
0.382 120-024
LOW 119-315
0.618 119-269
1.000 119-240
1.618 119-194
2.618 119-119
4.250 118-316
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 120-033 120-078
PP 120-032 120-062
S1 120-031 120-046

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

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