ECBOT 10 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 119-185 119-110 -0-075 -0.2% 119-245
High 119-190 119-130 -0-060 -0.2% 119-285
Low 119-095 119-060 -0-035 -0.1% 119-095
Close 119-115 119-100 -0-015 0.0% 119-115
Range 0-095 0-070 -0-025 -26.3% 0-190
ATR 0-101 0-099 -0-002 -2.2% 0-000
Volume 15,676 9,999 -5,677 -36.2% 72,792
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 119-307 119-273 119-139
R3 119-237 119-203 119-119
R2 119-167 119-167 119-113
R1 119-133 119-133 119-106 119-115
PP 119-097 119-097 119-097 119-088
S1 119-063 119-063 119-094 119-045
S2 119-027 119-027 119-087
S3 118-277 118-313 119-081
S4 118-207 118-243 119-061
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 121-095 120-295 119-219
R3 120-225 120-105 119-167
R2 120-035 120-035 119-150
R1 119-235 119-235 119-132 119-200
PP 119-165 119-165 119-165 119-148
S1 119-045 119-045 119-098 119-010
S2 118-295 118-295 119-080
S3 118-105 118-175 119-063
S4 117-235 117-305 119-011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-265 119-060 0-205 0.5% 0-087 0.2% 20% False True 14,567
10 120-135 119-060 1-075 1.0% 0-097 0.3% 10% False True 36,161
20 120-240 119-060 1-180 1.3% 0-094 0.2% 8% False True 828,216
40 120-240 119-025 1-215 1.4% 0-103 0.3% 14% False False 1,124,049
60 120-240 119-025 1-215 1.4% 0-104 0.3% 14% False False 1,138,693
80 121-030 118-295 2-055 1.8% 0-123 0.3% 18% False False 1,292,597
100 121-030 117-300 3-050 2.6% 0-121 0.3% 44% False False 1,053,965
120 121-035 117-300 3-055 2.7% 0-119 0.3% 43% False False 878,638
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 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-108
2.618 119-313
1.618 119-243
1.000 119-200
0.618 119-173
HIGH 119-130
0.618 119-103
0.500 119-095
0.382 119-087
LOW 119-060
0.618 119-017
1.000 118-310
1.618 118-267
2.618 118-197
4.250 118-082
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 119-098 119-150
PP 119-097 119-133
S1 119-095 119-117

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

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